+7,836.4%
NVDA vs BBWI
-47.4%
+7,883.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.3% |
| 7D | -12.7% | +0.1% | -12.9% | -12.8% |
| 30D | -26.4% | +12.9% | -39.3% | -28.6% |
| 3M | -27.6% | +16.0% | -43.6% | -30.8% |
| 6M | -27.7% | +16.6% | -44.3% | -31.8% |
| YTD | -12.5% | +9.7% | -22.2% | -17.6% |
| 1Y | -12.6% | +1.5% | -14.1% | -17.2% |
| 3Y | +235.9% | -21.4% | +257.3% | +223.3% |
| 5Y | +438.2% | -67.6% | +505.8% | +520.3% |
| All | +7,836.4% | -47.4% | +7,883.9% | +6,887.5% |
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