+57.4%
WM vs NVD
-98.8%
+156.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | 0.0% |
| 7D | -0.5% | +23.8% | -24.3% | -1.0% |
| 30D | +13.3% | +57.0% | -43.7% | +12.2% |
| 3M | +4.4% | +41.6% | -37.2% | +3.5% |
| 6M | +10.8% | +17.6% | -6.7% | +10.1% |
| YTD | +9.1% | -21.4% | +30.5% | +8.6% |
| 1Y | +19.1% | -23.3% | +42.4% | +18.7% |
| 3Y | +45.7% | -98.7% | +144.3% | +45.9% |
| All | +57.4% | -98.8% | +156.1% | +57.8% |
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