+179.3%
WSM vs NVMI
+261.9%
-82.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.0% |
| 6M | +22.7% | -14.7% | +37.4% | +24.0% |
| YTD | +28.0% | +13.2% | +14.8% | +16.0% |
| 1Y | +12.7% | +29.0% | -16.3% | -3.9% |
| 3Y | +231.3% | +215.0% | +16.3% | +79.2% |
| All | +179.3% | +261.9% | -82.6% | +39.1% |
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 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