+235.9%
NVDA vs WFC
+126.5%
+109.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -12.7% | +2.5% | -15.3% | -13.4% |
| 30D | -26.4% | +7.0% | -33.4% | -27.8% |
| 3M | -27.6% | -1.8% | -25.9% | -27.4% |
| 6M | -27.7% | +18.4% | -46.1% | -31.8% |
| YTD | -12.5% | -5.6% | -6.9% | -11.5% |
| 1Y | -12.6% | +3.9% | -16.5% | -14.6% |
| 3Y | +235.9% | +126.3% | +109.6% | +183.9% |
| All | +235.9% | +126.5% | +109.5% | +183.9% |
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