-0.1%
WST vs NVMI
+140.3%
-140.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.6% |
| 7D | +4.2% | +1.5% | +2.7% | +4.0% |
| 30D | +11.2% | -4.1% | +15.3% | +11.6% |
| 3M | +20.4% | -22.8% | +43.1% | +23.7% |
| 6M | +37.9% | -36.9% | +74.8% | +43.8% |
| YTD | +51.8% | -3.2% | +55.0% | +47.9% |
| 1Y | +56.6% | +7.1% | +49.5% | +50.2% |
| 3Y | +24.2% | +181.5% | -157.3% | -15.4% |
| All | -0.1% | +140.3% | -140.4% | -31.4% |
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