+14,551.4%
NVDA vs BWA
+153.1%
+14,398.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.6% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | +0.5% | -5.5% | +6.0% | +3.1% |
| 3M | +9.1% | -7.6% | +16.7% | +12.8% |
| 6M | +18.5% | +25.0% | -6.5% | +5.2% |
| YTD | +17.4% | +47.0% | -29.6% | -5.8% |
| 1Y | +23.4% | +54.0% | -30.6% | -4.1% |
| 3Y | +380.6% | +70.7% | +309.9% | +238.7% |
| 5Y | +875.7% | +86.7% | +789.0% | +547.8% |
| All | +14,551.4% | +153.1% | +14,398.3% | +8,499.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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