+14,546.7%
NVDA vs BBWI
-55.0%
+14,601.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | -1.5% |
| 7D | -5.1% | -4.8% | -0.3% | -4.1% |
| 30D | -2.5% | +3.5% | -6.0% | -3.8% |
| 3M | +6.7% | -0.3% | +7.0% | +5.3% |
| 6M | +17.6% | -5.4% | +23.0% | +16.0% |
| YTD | +17.3% | -4.7% | +22.0% | +14.7% |
| 1Y | +23.5% | -30.5% | +54.0% | +28.6% |
| 3Y | +384.6% | -44.3% | +428.9% | +408.5% |
| 5Y | +875.4% | -66.9% | +942.3% | +1,032.4% |
| All | +14,546.7% | -55.0% | +14,601.7% | +14,180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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