+7,836.4%
NVDA vs BWA
+94.2%
+7,742.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -12.7% | +4.3% | -17.0% | -14.6% |
| 30D | -26.4% | -13.0% | -13.4% | -21.4% |
| 3M | -27.6% | -24.8% | -2.8% | -17.4% |
| 6M | -27.7% | -23.5% | -4.2% | -18.7% |
| YTD | -12.5% | +13.8% | -26.3% | -21.2% |
| 1Y | -12.6% | +13.4% | -26.1% | -21.5% |
| 3Y | +235.9% | +62.8% | +173.2% | +139.3% |
| 5Y | +438.2% | +28.5% | +409.8% | +324.4% |
| All | +7,836.4% | +94.2% | +7,742.2% | +4,735.9% |
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