+2,703.6%
WM vs NVMI
+1,639.9%
+1,063.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.7% | -13.8% | -2.6% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | +13.1% | -17.1% | +30.2% | +13.9% |
| 3M | +3.6% | -17.9% | +21.5% | +4.3% |
| 6M | +8.1% | -41.4% | +49.5% | +9.9% |
| YTD | +8.9% | -4.6% | +13.5% | +7.9% |
| 1Y | +20.3% | -0.3% | +20.6% | +18.8% |
| 3Y | +46.2% | +214.5% | -168.3% | +33.9% |
| 5Y | +59.9% | +148.5% | -88.6% | +47.1% |
| 10Y | +345.6% | +2,435.9% | -2,090.3% | +261.2% |
| All | +2,703.6% | +1,639.9% | +1,063.7% | +1,821.2% |
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