-9.7%
WCN vs NVMI
+32.8%
-42.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.3% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -3.4% | -8.4% | +5.0% | -4.0% |
| 3M | +3.0% | -33.6% | +36.5% | +0.6% |
| 6M | -3.8% | -14.7% | +10.9% | -5.3% |
| YTD | -8.3% | +13.2% | -21.5% | -7.6% |
| 1Y | -9.7% | +29.0% | -38.8% | -9.7% |
| All | -9.7% | +32.8% | -42.5% | -9.7% |
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