+396.3%
NVDA vs BBWI
-44.4%
+440.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.6% |
| 7D | +3.8% | +1.6% | +2.3% | +3.6% |
| 30D | +0.8% | -6.2% | +7.0% | +1.5% |
| 3M | +8.2% | +4.3% | +3.8% | +6.6% |
| 6M | +27.1% | -7.2% | +34.3% | +26.7% |
| YTD | +21.2% | -3.0% | +24.2% | +19.1% |
| 1Y | +34.3% | -30.8% | +65.1% | +40.4% |
| 3Y | +396.3% | -43.4% | +439.6% | +444.1% |
| All | +396.3% | -44.4% | +440.7% | +444.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling