+14,546.7%
NVDA vs WPM
+558.4%
+13,988.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.4% |
| 7D | -5.1% | -0.6% | -4.6% | -5.0% |
| 30D | -2.5% | +14.4% | -16.9% | -4.9% |
| 3M | +6.7% | +37.0% | -30.3% | +0.6% |
| 6M | +17.6% | +4.1% | +13.5% | +15.8% |
| YTD | +17.3% | +31.7% | -14.4% | +10.5% |
| 1Y | +23.5% | +44.2% | -20.7% | +14.1% |
| 3Y | +384.6% | +265.5% | +119.1% | +279.7% |
| 5Y | +875.4% | +262.5% | +612.9% | +649.0% |
| All | +14,546.7% | +558.4% | +13,988.3% | +12,703.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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