+7,999.2%
NVDA vs WEC
+195.2%
+7,804.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -8.5% | -0.7% | -7.8% | -8.4% |
| 30D | -27.3% | +11.0% | -38.2% | -28.2% |
| 3M | -25.8% | +8.6% | -34.4% | -26.5% |
| 6M | -24.6% | +6.2% | -30.7% | -25.2% |
| YTD | -10.7% | +14.3% | -25.0% | -12.6% |
| 1Y | -14.0% | +8.4% | -22.4% | -15.2% |
| 3Y | +244.9% | +62.9% | +182.0% | +207.8% |
| 5Y | +449.3% | +55.8% | +393.4% | +389.7% |
| All | +7,999.2% | +195.2% | +7,804.0% | +7,256.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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