+1,202.1%
WM vs NVS
+1,291.3%
-89.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | +1.2% | +1.1% | +0.1% | +0.8% |
| 30D | +13.1% | +13.4% | -0.4% | +8.0% |
| 3M | +3.6% | +5.4% | -1.8% | +0.9% |
| 6M | +8.1% | +9.6% | -1.5% | +3.5% |
| YTD | +8.9% | +21.5% | -12.6% | +0.1% |
| 1Y | +20.3% | +32.3% | -12.0% | +7.1% |
| 3Y | +46.2% | +92.9% | -46.8% | +11.9% |
| 5Y | +59.9% | +134.3% | -74.4% | +12.8% |
| 10Y | +345.6% | +272.3% | +73.3% | +162.5% |
| All | +1,202.1% | +1,291.3% | -89.1% | +373.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling