+330.3%
WM vs NVMI
+2,494.8%
-2,164.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | 0.0% |
| 7D | +3.2% | +1.5% | +1.7% | +3.1% |
| 30D | +13.0% | -4.1% | +17.1% | +13.1% |
| 3M | +9.2% | -22.8% | +32.0% | +10.4% |
| 6M | +13.6% | -36.9% | +50.5% | +15.4% |
| YTD | +12.4% | -3.2% | +15.6% | +9.9% |
| 1Y | +21.2% | +7.1% | +14.1% | +17.5% |
| 3Y | +48.7% | +181.5% | -132.8% | +26.1% |
| 5Y | +61.9% | +141.2% | -79.3% | +37.2% |
| All | +330.3% | +2,494.8% | -2,164.5% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling