+10,574.6%
NVDA vs WM
+339.4%
+10,235.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.6% |
| 7D | -8.8% | +1.2% | -10.0% | -9.4% |
| 30D | -21.4% | +13.1% | -34.5% | -25.8% |
| 3M | -14.7% | +3.6% | -18.3% | -16.5% |
| 6M | -10.0% | +8.1% | -18.1% | -14.4% |
| YTD | +0.3% | +8.9% | -8.6% | -6.0% |
| 1Y | -0.5% | +20.3% | -20.9% | -12.0% |
| 3Y | +309.2% | +46.2% | +263.0% | +207.4% |
| 5Y | +530.1% | +59.9% | +470.2% | +338.2% |
| All | +10,574.6% | +339.4% | +10,235.2% | +2,321.6% |
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