+59.7%
WM vs NVS
+135.2%
-75.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | +1.2% | +1.1% | +0.1% | +0.9% |
| 30D | +13.1% | +13.4% | -0.4% | +9.4% |
| 3M | +3.6% | +5.4% | -1.8% | +1.6% |
| 6M | +8.1% | +9.6% | -1.5% | +4.6% |
| YTD | +8.9% | +21.5% | -12.6% | +1.8% |
| 1Y | +20.3% | +32.3% | -12.0% | +9.5% |
| 3Y | +46.2% | +92.9% | -46.8% | +16.5% |
| All | +59.7% | +135.2% | -75.4% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling