+64.4%
WM vs NVTS
-36.0%
+100.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | -0.2% |
| 7D | +3.2% | +3.9% | -0.7% | +3.3% |
| 30D | +13.0% | -4.3% | +17.3% | +13.1% |
| 3M | +9.2% | -34.5% | +43.7% | +9.0% |
| 6M | +13.6% | -57.7% | +71.4% | +13.3% |
| YTD | +12.4% | +25.4% | -13.0% | +12.4% |
| 1Y | +21.2% | +13.1% | +8.1% | +21.2% |
| 3Y | +48.7% | +48.9% | -0.2% | +48.4% |
| 5Y | +61.9% | -51.8% | +113.7% | +59.3% |
| All | +64.4% | -36.0% | +100.4% | +62.4% |
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