+14,546.7%
NVDA vs W
+158.6%
+14,388.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.3% |
| 7D | -5.1% | -0.9% | -4.3% | -4.9% |
| 30D | -2.5% | -4.2% | +1.8% | -1.5% |
| 3M | +6.7% | +26.9% | -20.2% | -2.3% |
| 6M | +17.6% | +31.2% | -13.6% | +5.6% |
| YTD | +17.3% | -1.8% | +19.2% | +12.6% |
| 1Y | +23.5% | +9.3% | +14.2% | +13.5% |
| 3Y | +384.6% | +33.2% | +351.4% | +277.3% |
| 5Y | +875.4% | -62.4% | +937.8% | +792.2% |
| All | +14,546.7% | +158.6% | +14,388.1% | +6,756.5% |
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