+125.5%
WCC vs NVMI
+203.1%
-77.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.4% |
| 7D | +1.7% | +3.8% | -2.1% | +0.2% |
| 30D | -6.1% | -7.6% | +1.5% | -3.0% |
| 3M | +3.1% | -28.0% | +31.1% | +16.1% |
| 6M | +28.2% | -15.3% | +43.5% | +34.4% |
| YTD | +41.1% | +11.5% | +29.6% | +32.1% |
| 1Y | +61.3% | +31.6% | +29.7% | +40.4% |
| All | +125.5% | +203.1% | -77.6% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling