+2,707.7%
WM vs NVMI
+1,751.3%
+956.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.1% |
| 7D | -0.5% | +9.6% | -10.1% | -0.9% |
| 30D | +13.3% | -5.6% | +18.9% | +13.5% |
| 3M | +4.4% | -15.2% | +19.6% | +4.9% |
| 6M | +10.8% | -36.1% | +46.9% | +12.3% |
| YTD | +9.1% | +1.5% | +7.6% | +7.7% |
| 1Y | +19.1% | +8.3% | +10.8% | +17.2% |
| 3Y | +45.7% | +212.6% | -166.9% | +33.6% |
| 5Y | +60.4% | +158.4% | -98.0% | +47.4% |
| 10Y | +328.7% | +2,587.4% | -2,258.7% | +246.6% |
| All | +2,707.7% | +1,751.3% | +956.4% | +1,818.7% |
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