+48.7%
WM vs NVD
-98.4%
+147.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.2% |
| 7D | +3.2% | +28.6% | -25.4% | +2.6% |
| 30D | +13.0% | +73.6% | -60.6% | +11.6% |
| 3M | +9.2% | +70.1% | -60.8% | +7.9% |
| 6M | +13.6% | +53.6% | -39.9% | +12.4% |
| YTD | +12.4% | -7.0% | +19.4% | +11.5% |
| 1Y | +21.2% | -9.0% | +30.2% | +20.2% |
| 3Y | +48.7% | -98.3% | +147.0% | +42.9% |
| All | +48.7% | -98.4% | +147.0% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling