+898.3%
NVDA vs NWSA
+40.1%
+858.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -0.3% | -3.1% | +2.7% | +1.7% |
| 30D | +2.8% | +4.3% | -1.5% | 0.0% |
| 3M | +7.4% | +9.2% | -1.8% | 0.0% |
| 6M | +22.6% | +21.6% | +1.0% | +5.4% |
| YTD | +20.1% | +14.2% | +5.9% | +6.9% |
| 1Y | +31.2% | +1.8% | +29.4% | +26.1% |
| 3Y | +391.7% | +44.4% | +347.3% | +249.4% |
| All | +898.3% | +40.1% | +858.2% | +577.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling