+45.0%
WM vs NVD
-99.2%
+144.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -1.2% |
| 7D | -0.3% | -11.1% | +10.8% | -0.1% |
| 30D | -2.4% | -13.3% | +10.9% | -2.2% |
| 3M | +0.4% | -19.8% | +20.2% | +0.8% |
| 6M | -9.5% | -48.8% | +39.3% | -8.9% |
| YTD | +0.5% | -49.7% | +50.2% | +1.1% |
| 1Y | -1.1% | -61.4% | +60.3% | -0.6% |
| 3Y | +46.0% | -99.1% | +145.2% | +47.8% |
| All | +45.0% | -99.2% | +144.2% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling