+4,486.6%
WCC vs NVMI
+1,976.9%
+2,509.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +6.8% | +6.9% | -0.1% | +5.7% |
| 30D | -3.0% | -2.8% | -0.2% | -2.6% |
| 3M | +0.2% | -27.3% | +27.5% | +5.0% |
| 6M | +33.2% | -13.7% | +46.8% | +35.8% |
| YTD | +45.8% | +13.8% | +32.0% | +42.6% |
| 1Y | +68.4% | +34.9% | +33.5% | +60.3% |
| 3Y | +131.1% | +213.5% | -82.4% | +93.1% |
| 5Y | +225.6% | +272.5% | -46.9% | +165.2% |
| 10Y | +534.2% | +3,142.4% | -2,608.2% | +313.5% |
| All | +4,486.6% | +1,976.9% | +2,509.7% | +2,531.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling