+47.0%
WM vs NVTS
-15.6%
+62.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -1.2% |
| 7D | -0.3% | +2.7% | -3.0% | -0.3% |
| 30D | -2.4% | -4.5% | +2.1% | -2.4% |
| 3M | +0.4% | -61.5% | +62.0% | +0.1% |
| 6M | -9.5% | +28.0% | -37.5% | -9.4% |
| YTD | +0.5% | +65.3% | -64.8% | +0.6% |
| 1Y | -1.1% | +113.0% | -114.1% | -1.1% |
| 3Y | +46.0% | +34.7% | +11.3% | +47.1% |
| All | +47.0% | -15.6% | +62.6% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling