+23.4%
NVDA vs WFC
+13.3%
+10.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | -4.3% | +0.3% | -4.6% | -4.3% |
| 30D | +0.5% | +2.3% | -1.8% | +0.4% |
| 3M | +9.1% | +9.8% | -0.7% | +8.0% |
| 6M | +18.5% | +15.6% | +2.9% | +15.2% |
| YTD | +17.4% | -2.4% | +19.8% | +17.3% |
| 1Y | +23.4% | +13.8% | +9.6% | +25.2% |
| All | +23.4% | +13.3% | +10.1% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 1y: compounded portfolio wealth divided by compounded WFC 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…
1y analysis · Full analysis span regression · 6 months rolling