+21.8%
WM vs NVS
+26.1%
-4.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.2% | -1.0% | +2.2% | +1.3% |
| 30D | +15.2% | +12.5% | +2.7% | +13.3% |
| 3M | +8.3% | +5.2% | +3.1% | +7.0% |
| 6M | +13.1% | +8.2% | +5.0% | +11.3% |
| YTD | +12.5% | +19.8% | -7.2% | +9.6% |
| 1Y | +21.8% | +24.8% | -3.0% | +18.1% |
| All | +21.8% | +26.1% | -4.3% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling