+53.9%
WM vs NVS
+113.6%
-59.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -0.3% | +4.0% | -4.3% | -1.4% |
| 30D | -2.4% | +3.6% | -6.0% | -3.5% |
| 3M | +0.4% | +7.8% | -7.4% | -2.0% |
| 6M | -9.5% | -0.2% | -9.3% | -9.7% |
| YTD | +0.5% | +19.6% | -19.1% | -5.3% |
| 1Y | -1.1% | +28.4% | -29.5% | -8.9% |
| 3Y | +46.0% | +76.2% | -30.2% | +20.3% |
| All | +53.9% | +113.6% | -59.7% | +13.6% |
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 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