+46.2%
WM vs NVT
+118.7%
-72.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.0% | -10.0% | -1.6% |
| 7D | +1.2% | -15.7% | +16.9% | +0.3% |
| 30D | +13.1% | -36.6% | +49.7% | +10.8% |
| 3M | +3.6% | -34.8% | +38.5% | +1.7% |
| 6M | +8.1% | -38.2% | +46.3% | +6.3% |
| YTD | +8.9% | +4.8% | +4.1% | +6.2% |
| 1Y | +20.3% | -2.8% | +23.1% | +17.6% |
| 3Y | +46.2% | +119.5% | -73.4% | +29.7% |
| All | +46.2% | +118.7% | -72.5% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling