+349.8%
WELL vs NVMI
+3,158.6%
-2,808.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -0.2% | -0.1% | -0.2% | -0.2% |
| 30D | +2.3% | -8.4% | +10.7% | +3.4% |
| 3M | +12.3% | -33.6% | +45.8% | +17.5% |
| 6M | +15.6% | -14.7% | +30.3% | +15.5% |
| YTD | +28.3% | +13.2% | +15.1% | +22.1% |
| 1Y | +41.9% | +29.0% | +12.9% | +31.4% |
| 3Y | +198.3% | +215.0% | -16.6% | +120.3% |
| 5Y | +206.4% | +268.6% | -62.2% | +110.1% |
| All | +349.8% | +3,158.6% | -2,808.9% | +104.3% |
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