+59.7%
WM vs NVTS
-42.8%
+102.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.5% | -11.6% | -2.0% |
| 7D | +1.2% | +1.5% | -0.3% | +1.3% |
| 30D | +13.1% | -23.8% | +36.9% | +12.9% |
| 3M | +3.6% | -30.6% | +34.2% | +3.4% |
| 6M | +8.1% | -48.4% | +56.5% | +7.8% |
| YTD | +8.9% | +20.6% | -11.7% | +8.8% |
| 1Y | +20.3% | -2.5% | +22.9% | +20.2% |
| 3Y | +46.2% | +44.0% | +2.2% | +45.8% |
| All | +59.7% | -42.8% | +102.5% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling