+250.5%
NVDA vs WM
+45.7%
+204.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.4% |
| 7D | -18.3% | +1.2% | -19.4% | -18.0% |
| 30D | -26.3% | +13.7% | -40.0% | -24.0% |
| 3M | -22.3% | +5.2% | -27.5% | -20.9% |
| 6M | -21.3% | +11.2% | -32.5% | -19.2% |
| YTD | -9.2% | +9.4% | -18.7% | -7.2% |
| 1Y | -14.9% | +20.4% | -35.3% | -13.1% |
| 3Y | +250.5% | +44.7% | +205.8% | +264.2% |
| All | +250.5% | +45.7% | +204.7% | +264.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling