+4.7%
WY vs NVMI
+3,158.6%
-3,153.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | -4.2% | -0.1% | -4.1% | -4.2% |
| 30D | -10.1% | -8.4% | -1.7% | -8.4% |
| 3M | -8.5% | -33.6% | +25.1% | -0.8% |
| 6M | -3.3% | -14.7% | +11.3% | -2.8% |
| YTD | -4.4% | +13.2% | -17.6% | -11.5% |
| 1Y | -11.5% | +29.0% | -40.5% | -21.8% |
| 3Y | -24.3% | +215.0% | -239.3% | -54.2% |
| 5Y | -21.3% | +268.6% | -289.9% | -57.4% |
| All | +4.7% | +3,158.6% | -3,153.9% | -69.9% |
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