+14,546.7%
NVDA vs NWSA
+149.4%
+14,397.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.1% | -2.8% | -2.3% | -3.6% |
| 30D | -2.5% | +3.0% | -5.5% | -4.2% |
| 3M | +6.7% | +12.3% | -5.6% | -1.4% |
| 6M | +17.6% | +21.9% | -4.3% | +3.3% |
| YTD | +17.3% | +13.6% | +3.8% | +6.4% |
| 1Y | +23.5% | +0.5% | +23.0% | +19.7% |
| 3Y | +384.6% | +43.8% | +340.9% | +275.1% |
| 5Y | +875.4% | +41.2% | +834.2% | +657.9% |
| All | +14,546.7% | +149.4% | +14,397.3% | +7,921.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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