+14,551.4%
NVDA vs WAB
+292.7%
+14,258.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | +0.5% | -5.9% | +6.4% | +3.6% |
| 3M | +9.1% | +9.4% | -0.3% | +3.5% |
| 6M | +18.5% | +13.8% | +4.6% | +9.5% |
| YTD | +17.4% | +31.8% | -14.4% | +0.2% |
| 1Y | +23.4% | +48.5% | -25.1% | -1.2% |
| 3Y | +380.6% | +167.0% | +213.6% | +188.9% |
| 5Y | +875.7% | +222.3% | +653.4% | +447.5% |
| All | +14,551.4% | +292.7% | +14,258.7% | +6,573.7% |
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