+38.8%
WEC vs NVMI
+203.1%
-164.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.8% |
| 7D | -1.3% | +3.8% | -5.0% | -1.1% |
| 30D | -0.4% | -7.6% | +7.2% | -0.7% |
| 3M | -6.8% | -28.0% | +21.2% | -8.0% |
| 6M | -6.4% | -15.3% | +8.9% | -6.6% |
| YTD | +2.5% | +11.5% | -9.0% | +3.9% |
| 1Y | -0.4% | +31.6% | -32.0% | +2.1% |
| All | +38.8% | +203.1% | -164.3% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling