+7,836.4%
NVDA vs WAB
+266.7%
+7,569.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -12.7% | +5.1% | -17.8% | -15.2% |
| 30D | -26.4% | +4.0% | -30.4% | -28.0% |
| 3M | -27.6% | +0.1% | -27.7% | -27.8% |
| 6M | -27.7% | +12.8% | -40.5% | -32.7% |
| YTD | -12.5% | +40.1% | -52.6% | -27.8% |
| 1Y | -12.6% | +46.4% | -59.0% | -29.7% |
| 3Y | +235.9% | +167.4% | +68.6% | +100.7% |
| 5Y | +438.2% | +215.0% | +223.2% | +200.1% |
| All | +7,836.4% | +266.7% | +7,569.8% | +3,399.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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