+7.0%
WMT vs NVMI
+53.9%
-46.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -0.9% |
| 7D | +3.9% | +6.6% | -2.7% | +4.3% |
| 30D | -4.4% | -7.5% | +3.1% | -4.7% |
| 3M | -8.8% | -28.5% | +19.7% | -9.6% |
| 6M | -15.6% | -15.7% | +0.1% | -16.0% |
| YTD | -3.2% | +13.3% | -16.5% | -2.5% |
| 1Y | +7.0% | +48.3% | -41.2% | +4.9% |
| All | +7.0% | +53.9% | -46.8% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling