+19.9%
WM vs NVD
-12.2%
+32.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.8% | +7.0% | +1.8% |
| 7D | +0.8% | +27.3% | -26.6% | -2.0% |
| 30D | +13.8% | +59.9% | -46.1% | +8.1% |
| 3M | +6.4% | +39.4% | -33.0% | +2.1% |
| 6M | +13.2% | +27.6% | -14.4% | +9.0% |
| YTD | +10.8% | -17.9% | +28.7% | +8.8% |
| All | +19.9% | -12.2% | +32.0% | +17.0% |
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 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