+396.0%
NVDA vs WAB
+164.8%
+231.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | 0.0% |
| 7D | -0.3% | +0.2% | -0.6% | -0.5% |
| 30D | +2.8% | -4.6% | +7.4% | +5.7% |
| 3M | +7.4% | +5.6% | +1.8% | +2.7% |
| 6M | +22.6% | +13.8% | +8.8% | +10.1% |
| YTD | +20.1% | +31.9% | -11.8% | -4.0% |
| 1Y | +31.2% | +48.3% | -17.1% | -4.8% |
| All | +396.0% | +164.8% | +231.2% | +182.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling