+1,043.3%
WSM vs NVMI
+3,158.6%
-2,115.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.6% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | -7.7% | -8.4% | +0.7% | -5.4% |
| 3M | +3.8% | -33.6% | +37.3% | +15.7% |
| 6M | +22.7% | -14.7% | +37.4% | +24.4% |
| YTD | +28.0% | +13.2% | +14.8% | +17.1% |
| 1Y | +12.7% | +29.0% | -16.3% | -2.5% |
| 3Y | +231.3% | +215.0% | +16.3% | +96.1% |
| 5Y | +177.2% | +268.6% | -91.4% | +51.1% |
| All | +1,043.3% | +3,158.6% | -2,115.3% | +282.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling