+21.8%
WM vs NVD
-4.2%
+26.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.0% | -7.4% | +0.7% |
| 7D | +1.2% | +17.0% | -15.8% | -0.6% |
| 30D | +15.2% | +77.3% | -62.0% | +8.4% |
| 3M | +8.3% | +61.6% | -53.3% | +2.5% |
| 6M | +13.1% | +40.7% | -27.5% | +7.8% |
| YTD | +12.5% | -10.5% | +23.0% | +9.6% |
| 1Y | +21.8% | -6.1% | +27.9% | +17.8% |
| All | +21.8% | -4.2% | +26.0% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling