+534.8%
WMB vs NVMI
+1,665.9%
-1,131.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.2% |
| 7D | +7.8% | +1.5% | +6.3% | +7.6% |
| 30D | -5.1% | -4.1% | -1.0% | -4.8% |
| 3M | -4.7% | -22.8% | +18.0% | -2.6% |
| 6M | -7.4% | -36.9% | +29.5% | -4.1% |
| YTD | +17.5% | -3.2% | +20.7% | +15.9% |
| 1Y | +19.5% | +7.1% | +12.4% | +16.6% |
| 3Y | +121.3% | +181.5% | -60.2% | +91.7% |
| 5Y | +200.5% | +141.2% | +59.3% | +160.5% |
| 10Y | +281.9% | +2,463.4% | -2,181.5% | +163.4% |
| All | +534.8% | +1,665.9% | -1,131.1% | +291.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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