-17.1%
NVDA vs WM
+7.2%
-24.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.2% | -10.4% | -8.4% |
| 7D | -15.0% | +4.5% | -19.5% | -12.2% |
| 30D | -24.1% | +16.1% | -40.2% | -12.7% |
| 3M | -17.1% | +8.0% | -25.1% | -14.1% |
| All | -17.1% | +7.2% | -24.3% | -14.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling