+64.6%
WM vs NVTS
-31.6%
+96.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.7% | +1.5% |
| 7D | +1.2% | +21.6% | -20.5% | +1.4% |
| 30D | +15.2% | -8.5% | +23.8% | +15.3% |
| 3M | +8.3% | -31.4% | +39.7% | +8.1% |
| 6M | +13.1% | -50.3% | +63.5% | +12.9% |
| YTD | +12.5% | +33.9% | -21.4% | +12.6% |
| 1Y | +21.8% | +10.6% | +11.1% | +21.8% |
| 3Y | +48.8% | +52.7% | -3.9% | +48.7% |
| 5Y | +62.1% | -48.5% | +110.6% | +59.5% |
| All | +64.6% | -31.6% | +96.2% | +62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling