+309.2%
NVDA vs WM
+47.1%
+262.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +2.3% |
| 7D | -8.8% | +1.2% | -10.0% | -8.5% |
| 30D | -21.4% | +13.1% | -34.5% | -19.0% |
| 3M | -14.7% | +3.6% | -18.3% | -13.5% |
| 6M | -10.0% | +8.1% | -18.1% | -7.9% |
| YTD | +0.3% | +8.9% | -8.6% | +2.4% |
| 1Y | -0.5% | +20.3% | -20.9% | +1.4% |
| 3Y | +309.2% | +46.2% | +263.0% | +313.4% |
| All | +309.2% | +47.1% | +262.0% | +313.4% |
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