+10,042.4%
WST vs NVMI
+1,665.9%
+8,376.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.5% |
| 7D | +4.2% | +1.5% | +2.7% | +4.1% |
| 30D | +11.2% | -4.1% | +15.3% | +11.5% |
| 3M | +20.4% | -22.8% | +43.1% | +22.4% |
| 6M | +37.9% | -36.9% | +74.8% | +41.5% |
| YTD | +51.8% | -3.2% | +55.0% | +50.4% |
| 1Y | +56.6% | +7.1% | +49.5% | +53.9% |
| 3Y | +24.2% | +181.5% | -157.3% | +10.5% |
| 5Y | +0.7% | +141.2% | -140.5% | -10.1% |
| 10Y | +456.3% | +2,463.4% | -2,007.1% | +323.6% |
| All | +10,042.4% | +1,665.9% | +8,376.5% | +6,670.4% |
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 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