+4,613.7%
WSM vs NVMI
+1,976.9%
+2,636.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +2.6% | +6.9% | -4.3% | +1.7% |
| 30D | -9.3% | -2.8% | -6.4% | -9.0% |
| 3M | +7.1% | -27.3% | +34.4% | +11.1% |
| 6M | +21.7% | -13.7% | +35.4% | +22.7% |
| YTD | +28.7% | +13.8% | +14.9% | +24.6% |
| 1Y | +13.9% | +34.9% | -21.0% | +7.2% |
| 3Y | +232.2% | +213.5% | +18.6% | +174.7% |
| 5Y | +176.4% | +272.5% | -96.1% | +122.5% |
| 10Y | +1,072.4% | +3,142.4% | -2,070.0% | +636.3% |
| All | +4,613.7% | +1,976.9% | +2,636.7% | +1,891.1% |
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 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