+7,949.9%
NVDA vs W
+224.5%
+7,725.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.4% |
| 7D | -13.2% | -7.4% | -5.8% | -11.4% |
| 30D | -23.2% | +7.8% | -31.0% | -25.0% |
| 3M | -20.0% | +10.9% | -30.9% | -22.8% |
| 6M | -20.6% | +86.4% | -107.1% | -35.2% |
| YTD | -6.6% | +14.0% | -20.6% | -14.4% |
| 1Y | -9.8% | +3.5% | -13.4% | -15.7% |
| 3Y | +260.5% | +164.8% | +95.7% | +133.2% |
| 5Y | +474.2% | -53.1% | +527.3% | +395.1% |
| 10Y | +7,949.9% | +220.4% | +7,729.5% | +3,443.7% |
| All | +7,949.9% | +224.5% | +7,725.4% | +3,443.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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