+207.8%
WM vs NVT
+732.7%
-525.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.7% | -1.1% |
| 7D | -0.9% | +10.4% | -11.3% | -2.3% |
| 30D | -4.3% | -1.3% | -3.1% | -4.3% |
| 3M | +0.8% | -0.6% | +1.4% | +0.1% |
| 6M | -10.8% | +53.8% | -64.5% | -18.4% |
| YTD | -0.1% | +60.2% | -60.2% | -9.6% |
| 1Y | +1.0% | +76.8% | -75.8% | -10.9% |
| 3Y | +45.1% | +191.2% | -146.1% | +10.4% |
| 5Y | +52.1% | +430.9% | -378.8% | -3.5% |
| All | +207.8% | +732.7% | -525.0% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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