+61.9%
WM vs NVT
+226.5%
-164.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +3.2% | +8.0% | -4.8% | +3.2% |
| 30D | +13.0% | -24.8% | +37.8% | +13.3% |
| 3M | +9.2% | -32.4% | +41.7% | +9.7% |
| 6M | +13.6% | -33.5% | +47.1% | +14.2% |
| YTD | +12.4% | +13.2% | -0.8% | +8.3% |
| 1Y | +21.2% | +9.0% | +12.3% | +17.0% |
| 3Y | +48.7% | +129.4% | -80.7% | +25.7% |
| All | +61.9% | +226.5% | -164.7% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling