+14,546.7%
NVDA vs WSM
+1,071.8%
+13,474.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -5.1% | -0.5% | -4.6% | -4.9% |
| 30D | -2.5% | -7.7% | +5.2% | +0.5% |
| 3M | +6.7% | +3.8% | +2.9% | +4.6% |
| 6M | +17.6% | +22.7% | -5.1% | +7.3% |
| YTD | +17.3% | +28.0% | -10.7% | +4.6% |
| 1Y | +23.5% | +12.7% | +10.8% | +15.1% |
| 3Y | +384.6% | +231.3% | +153.3% | +172.7% |
| 5Y | +875.4% | +177.2% | +698.2% | +471.1% |
| All | +14,546.7% | +1,071.8% | +13,474.9% | +4,840.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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