+689.1%
WMT vs NVMI
+1,976.9%
-1,287.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -0.2% | +6.9% | -7.2% | -0.5% |
| 30D | -5.8% | -2.8% | -3.0% | -5.8% |
| 3M | -10.8% | -27.3% | +16.6% | -10.0% |
| 6M | -14.3% | -13.7% | -0.7% | -14.3% |
| YTD | -4.4% | +13.8% | -18.2% | -5.4% |
| 1Y | +4.3% | +34.9% | -30.5% | +2.5% |
| 3Y | +100.1% | +213.5% | -113.5% | +89.1% |
| 5Y | +130.8% | +272.5% | -141.6% | +115.6% |
| 10Y | +433.7% | +3,142.4% | -2,708.7% | +362.5% |
| All | +689.1% | +1,976.9% | -1,287.8% | +496.5% |
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