+135.9%
WMT vs NVMI
+261.9%
-126.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.2% | +1.3% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -7.4% | -8.4% | +1.0% | -7.2% |
| 3M | -10.9% | -33.6% | +22.7% | -9.9% |
| 6M | -12.7% | -14.7% | +2.0% | -12.8% |
| YTD | -3.2% | +13.2% | -16.4% | -4.8% |
| 1Y | +5.3% | +29.0% | -23.8% | +2.7% |
| 3Y | +101.9% | +215.0% | -113.1% | +81.9% |
| All | +135.9% | +261.9% | -126.0% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling