+44.2%
WM vs NVD
-99.2%
+143.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.4% | -0.6% |
| 7D | -0.9% | -7.7% | +6.7% | -0.8% |
| 30D | -4.3% | -5.8% | +1.4% | -4.3% |
| 3M | +0.8% | -23.2% | +24.0% | +1.1% |
| 6M | -10.8% | -49.7% | +39.0% | -10.2% |
| YTD | -0.1% | -47.7% | +47.6% | +0.5% |
| 1Y | +1.0% | -61.3% | +62.4% | +1.4% |
| 3Y | +45.1% | -99.2% | +144.3% | +46.9% |
| All | +44.2% | -99.2% | +143.4% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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