+10,310.1%
NVDA vs WM
+337.2%
+9,972.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | -11.6% | -0.5% | -11.1% | -11.5% |
| 30D | -22.1% | +13.3% | -35.4% | -26.5% |
| 3M | -20.1% | +4.4% | -24.5% | -22.1% |
| 6M | -16.8% | +10.8% | -27.6% | -21.8% |
| YTD | -4.0% | +9.1% | -13.0% | -10.1% |
| 1Y | -4.8% | +19.1% | -23.9% | -15.3% |
| 3Y | +281.7% | +45.7% | +236.0% | +187.3% |
| 5Y | +485.4% | +60.4% | +424.9% | +306.0% |
| 10Y | +10,310.1% | +328.7% | +9,981.4% | +2,263.5% |
| All | +10,310.1% | +337.2% | +9,972.9% | +2,263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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