+336.1%
WST vs NVMI
+3,158.6%
-2,822.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.3% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | -1.7% | -8.4% | +6.7% | -0.5% |
| 3M | +4.9% | -33.6% | +38.4% | +11.1% |
| 6M | +45.5% | -14.7% | +60.2% | +46.4% |
| YTD | +26.1% | +13.2% | +12.9% | +20.0% |
| 1Y | +31.7% | +29.0% | +2.7% | +21.7% |
| 3Y | -12.1% | +215.0% | -227.1% | -38.7% |
| 5Y | -23.6% | +268.6% | -292.1% | -50.1% |
| All | +336.1% | +3,158.6% | -2,822.5% | +91.5% |
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 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