+20.8%
WM vs NVTS
-9.1%
+29.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.0% | -7.4% | +2.1% |
| 7D | +5.9% | -0.3% | +6.2% | +6.0% |
| 30D | +15.4% | -24.4% | +39.8% | +14.2% |
| 3M | +6.3% | -26.5% | +32.8% | +5.4% |
| 6M | +5.6% | -41.4% | +47.0% | +4.6% |
| YTD | +9.9% | +30.7% | -20.7% | +12.2% |
| 1Y | +20.8% | -10.8% | +31.6% | +21.6% |
| All | +20.8% | -9.1% | +29.9% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling