+302.8%
WM vs NVS
+179.5%
+123.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -2.1% | -14.3% | +12.2% | +2.9% |
| 30D | -5.3% | -10.0% | +4.7% | -2.4% |
| 3M | -2.0% | -10.9% | +8.9% | +1.2% |
| 6M | -8.6% | -12.0% | +3.4% | -5.4% |
| YTD | -1.6% | +2.5% | -4.1% | -4.2% |
| 1Y | -1.2% | +10.7% | -11.9% | -6.8% |
| 3Y | +41.9% | +53.3% | -11.4% | +15.7% |
| 5Y | +49.6% | +93.6% | -44.1% | +8.8% |
| All | +302.8% | +179.5% | +123.2% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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