+793.0%
WFC vs NVMI
+1,995.1%
-1,202.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -2.4% |
| 7D | +1.1% | +11.7% | -10.6% | 0.0% |
| 30D | +0.8% | -4.0% | +4.9% | +1.1% |
| 3M | +9.3% | -25.8% | +35.0% | +11.7% |
| 6M | +10.6% | -8.3% | +19.0% | +10.4% |
| YTD | -4.1% | +14.8% | -18.9% | -6.6% |
| 1Y | +13.6% | +37.9% | -24.3% | +8.4% |
| 3Y | +130.7% | +216.3% | -85.5% | +99.8% |
| 5Y | +126.7% | +277.2% | -150.5% | +91.4% |
| 10Y | +132.1% | +3,074.3% | -2,942.2% | +64.6% |
| All | +793.0% | +1,995.1% | -1,202.0% | +384.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling