+234.7%
WCN vs NVMI
+3,158.6%
-2,923.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -3.4% | -8.4% | +5.0% | -2.7% |
| 3M | +3.0% | -33.6% | +36.5% | +6.3% |
| 6M | -3.8% | -14.7% | +10.9% | -4.0% |
| YTD | -8.3% | +13.2% | -21.5% | -11.8% |
| 1Y | -9.7% | +29.0% | -38.8% | -15.1% |
| 3Y | +17.2% | +215.0% | -197.8% | -7.6% |
| 5Y | +25.3% | +268.6% | -243.3% | -6.4% |
| All | +234.7% | +3,158.6% | -2,923.9% | +79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling