+5,997.9%
WPM vs NVMI
+15,808.5%
-9,810.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.1% |
| 7D | +3.9% | +6.9% | -3.1% | +3.2% |
| 30D | +17.7% | -2.8% | +20.5% | +17.9% |
| 3M | +39.4% | -27.3% | +66.8% | +42.9% |
| 6M | +6.4% | -13.7% | +20.1% | +7.4% |
| YTD | +34.0% | +13.8% | +20.1% | +32.2% |
| 1Y | +50.5% | +34.9% | +15.7% | +46.2% |
| 3Y | +280.3% | +213.5% | +66.8% | +239.0% |
| 5Y | +266.3% | +272.5% | -6.1% | +218.7% |
| 10Y | +550.8% | +3,142.4% | -2,591.6% | +380.1% |
| All | +5,997.9% | +15,808.5% | -9,810.7% | +3,797.3% |
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