+46.2%
WM vs NVTS
+36.9%
+9.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.5% | -11.6% | -1.9% |
| 7D | +1.2% | +1.5% | -0.3% | +1.3% |
| 30D | +13.1% | -23.8% | +36.9% | +12.7% |
| 3M | +3.6% | -30.6% | +34.2% | +3.2% |
| 6M | +8.1% | -48.4% | +56.5% | +7.6% |
| YTD | +8.9% | +20.6% | -11.7% | +9.4% |
| 1Y | +20.3% | -2.5% | +22.9% | +20.8% |
| 3Y | +46.2% | +44.0% | +2.2% | +43.9% |
| All | +46.2% | +36.9% | +9.3% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling