+7,836.4%
NVDA vs WDC
+653.2%
+7,183.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.0% | +3.0% | +0.2% |
| 7D | -12.7% | +12.1% | -24.8% | -17.6% |
| 30D | -26.4% | -18.8% | -7.6% | -20.5% |
| 3M | -27.6% | -39.3% | +11.7% | -12.4% |
| 6M | -27.7% | -40.1% | +12.4% | -18.1% |
| YTD | -12.5% | +71.8% | -84.3% | -46.1% |
| 1Y | -12.6% | +88.5% | -101.1% | -49.4% |
| 3Y | +235.9% | +770.0% | -534.0% | -19.3% |
| 5Y | +438.2% | +549.0% | -110.8% | +47.5% |
| All | +7,836.4% | +653.2% | +7,183.2% | +1,744.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 WDC 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