+20.0%
WM vs NVD
-17.3%
+37.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -0.7% |
| 7D | -0.5% | +23.8% | -24.3% | -2.8% |
| 30D | +13.3% | +57.0% | -43.7% | +7.9% |
| 3M | +4.4% | +41.6% | -37.2% | +0.1% |
| 6M | +10.8% | +17.6% | -6.7% | +7.6% |
| YTD | +9.1% | -21.4% | +30.5% | +7.8% |
| All | +20.0% | -17.3% | +37.3% | +17.2% |
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