+396.3%
NVDA vs WFC
+133.9%
+262.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.4% |
| 7D | +3.8% | +1.1% | +2.8% | +3.5% |
| 30D | +0.8% | +0.8% | 0.0% | +0.5% |
| 3M | +8.2% | +9.3% | -1.1% | +5.1% |
| 6M | +27.1% | +10.6% | +16.5% | +22.3% |
| YTD | +21.2% | -4.1% | +25.3% | +22.1% |
| 1Y | +34.3% | +13.6% | +20.7% | +27.4% |
| 3Y | +396.3% | +130.7% | +265.5% | +324.4% |
| All | +396.3% | +133.9% | +262.4% | +324.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling