+7,384.4%
WCN vs NVMI
+1,976.9%
+5,407.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -1.7% | +6.9% | -8.7% | -2.0% |
| 30D | -3.0% | -2.8% | -0.1% | -2.9% |
| 3M | +2.5% | -27.3% | +29.9% | +3.6% |
| 6M | -5.7% | -13.7% | +8.0% | -5.7% |
| YTD | -7.4% | +13.8% | -21.3% | -8.8% |
| 1Y | -8.6% | +34.9% | -43.5% | -10.9% |
| 3Y | +19.4% | +213.5% | -194.1% | +10.2% |
| 5Y | +27.2% | +272.5% | -245.3% | +15.8% |
| 10Y | +238.5% | +3,142.4% | -2,903.9% | +180.0% |
| All | +7,384.4% | +1,976.9% | +5,407.4% | +5,648.2% |
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 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