+8,175.2%
WST vs NVMI
+1,967.2%
+6,208.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.2% |
| 7D | +0.7% | +6.6% | -5.9% | +0.2% |
| 30D | -3.1% | -7.5% | +4.4% | -2.7% |
| 3M | +7.2% | -28.5% | +35.7% | +9.4% |
| 6M | +36.8% | -15.7% | +52.6% | +37.5% |
| YTD | +23.8% | +13.3% | +10.5% | +21.5% |
| 1Y | +37.8% | +48.3% | -10.5% | +32.2% |
| 3Y | -15.9% | +191.2% | -207.1% | -25.2% |
| 5Y | -25.8% | +268.7% | -294.5% | -35.6% |
| 10Y | +319.6% | +3,034.8% | -2,715.2% | +215.6% |
| All | +8,175.2% | +1,967.2% | +6,208.0% | +5,370.8% |
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