+133.8%
WY vs NVMI
+1,933.5%
-1,799.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.4% |
| 7D | -3.7% | +3.8% | -7.5% | -4.1% |
| 30D | -11.3% | -7.6% | -3.7% | -10.7% |
| 3M | -8.1% | -28.0% | +19.9% | -5.6% |
| 6M | -7.4% | -15.3% | +7.9% | -6.9% |
| YTD | -4.7% | +11.5% | -16.2% | -7.1% |
| 1Y | -9.2% | +31.6% | -40.8% | -13.4% |
| 3Y | -24.7% | +207.0% | -231.7% | -36.1% |
| 5Y | -21.6% | +262.8% | -284.4% | -35.3% |
| 10Y | +6.7% | +3,074.6% | -3,067.9% | -27.5% |
| All | +133.8% | +1,933.5% | -1,799.7% | +26.2% |
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