-8.5%
WCN vs NVMI
+53.9%
-62.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -0.7% |
| 7D | -0.6% | +6.6% | -7.2% | -0.1% |
| 30D | +0.4% | -7.5% | +8.0% | -0.1% |
| 3M | +7.3% | -28.5% | +35.8% | +5.2% |
| 6M | -2.5% | -15.7% | +13.2% | -4.1% |
| YTD | -5.4% | +13.3% | -18.7% | -4.7% |
| 1Y | -8.5% | +48.3% | -56.7% | -10.2% |
| All | -8.5% | +53.9% | -62.3% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling