+1,188.5%
WDC vs NVMI
+3,158.6%
-1,970.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.9% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | -1.5% | -8.4% | +6.9% | +3.8% |
| 3M | -15.5% | -33.6% | +18.1% | +8.7% |
| 6M | +66.5% | -14.7% | +81.1% | +85.0% |
| YTD | +159.9% | +13.2% | +146.6% | +147.9% |
| 1Y | +366.0% | +29.0% | +336.9% | +313.2% |
| 3Y | +1,285.8% | +215.0% | +1,070.8% | +573.2% |
| 5Y | +925.6% | +268.6% | +657.0% | +328.1% |
| All | +1,188.5% | +3,158.6% | -1,970.1% | +136.7% |
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 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