+59.7%
WM vs NVMI
+145.1%
-85.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.7% | -13.8% | -1.9% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | +13.1% | -17.1% | +30.2% | +13.0% |
| 3M | +3.6% | -17.9% | +21.5% | +3.6% |
| 6M | +8.1% | -41.4% | +49.5% | +8.1% |
| YTD | +8.9% | -4.6% | +13.5% | +7.3% |
| 1Y | +20.3% | -0.3% | +20.6% | +18.3% |
| 3Y | +46.2% | +214.5% | -168.3% | +31.2% |
| All | +59.7% | +145.1% | -85.4% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling