+132.8%
WFC vs NVMI
+203.1%
-70.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | 0.0% |
| 7D | +0.3% | +3.8% | -3.5% | -0.2% |
| 30D | +2.3% | -7.6% | +9.8% | +3.2% |
| 3M | +9.8% | -28.0% | +37.7% | +13.3% |
| 6M | +15.6% | -15.3% | +30.9% | +15.4% |
| YTD | -2.4% | +11.5% | -13.9% | -7.2% |
| 1Y | +13.8% | +31.6% | -17.8% | +4.8% |
| All | +132.8% | +203.1% | -70.3% | +72.4% |
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