+14,546.7%
NVDA vs WMT
+436.6%
+14,110.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.6% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -2.5% | -7.4% | +4.9% | +0.5% |
| 3M | +6.7% | -10.9% | +17.5% | +11.4% |
| 6M | +17.6% | -12.7% | +30.3% | +23.0% |
| YTD | +17.3% | -3.2% | +20.5% | +15.9% |
| 1Y | +23.5% | +5.3% | +18.2% | +15.7% |
| 3Y | +384.6% | +101.9% | +282.8% | +205.7% |
| 5Y | +875.4% | +134.6% | +740.8% | +449.4% |
| All | +14,546.7% | +436.6% | +14,110.1% | +5,843.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 WMT 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