+2,487.2%
WM vs NVMI
+1,967.2%
+520.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.5% |
| 7D | -0.3% | +6.6% | -6.9% | -0.6% |
| 30D | -2.4% | -7.5% | +5.2% | -2.1% |
| 3M | +0.4% | -28.5% | +28.9% | +1.6% |
| 6M | -9.5% | -15.7% | +6.3% | -9.4% |
| YTD | +0.5% | +13.3% | -12.8% | -1.0% |
| 1Y | -1.1% | +48.3% | -49.4% | -4.2% |
| 3Y | +46.0% | +191.2% | -145.2% | +34.7% |
| 5Y | +51.8% | +268.7% | -216.9% | +37.2% |
| 10Y | +307.5% | +3,034.8% | -2,727.3% | +227.7% |
| All | +2,487.2% | +1,967.2% | +520.0% | +1,662.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling