+57.1%
WM vs NVD
-98.9%
+156.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -2.0% |
| 7D | +1.2% | +16.8% | -15.6% | +0.8% |
| 30D | +13.1% | +54.3% | -41.3% | +12.0% |
| 3M | +3.6% | +24.3% | -20.7% | +3.0% |
| 6M | +8.1% | +0.6% | +7.5% | +7.7% |
| YTD | +8.9% | -27.7% | +36.6% | +8.7% |
| 1Y | +20.3% | -29.4% | +49.7% | +20.1% |
| 3Y | +46.2% | -98.8% | +145.0% | +47.0% |
| All | +57.1% | -98.9% | +156.0% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling