+122.9%
WFC vs NVMI
+261.9%
-139.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.6% | +0.7% |
| 7D | +0.4% | -0.1% | +0.4% | +0.4% |
| 30D | +1.5% | -8.4% | +9.9% | +2.8% |
| 3M | +10.2% | -33.6% | +43.8% | +16.8% |
| 6M | +18.8% | -14.7% | +33.5% | +18.9% |
| YTD | -1.5% | +13.2% | -14.7% | -7.3% |
| 1Y | +13.5% | +29.0% | -15.5% | +3.4% |
| 3Y | +135.0% | +215.0% | -80.0% | +64.3% |
| All | +122.9% | +261.9% | -139.0% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling