+911.9%
NVDA vs WFC
+131.0%
+780.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.9% | -1.9% |
| 7D | -0.3% | +0.4% | -0.8% | -0.6% |
| 30D | +2.8% | +2.5% | +0.4% | +1.5% |
| 3M | +7.4% | +10.0% | -2.5% | +1.8% |
| 6M | +22.6% | +15.1% | +7.5% | +12.6% |
| YTD | +20.1% | -2.2% | +22.3% | +19.9% |
| 1Y | +31.2% | +13.5% | +17.7% | +19.9% |
| 3Y | +391.7% | +135.2% | +256.5% | +172.4% |
| 5Y | +911.9% | +128.3% | +783.6% | +493.7% |
| All | +911.9% | +131.0% | +780.9% | +493.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling