+384.6%
NVDA vs WSM
+230.1%
+154.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | -2.5% | -7.7% | +5.2% | -0.1% |
| 3M | +6.7% | +3.8% | +2.9% | +5.0% |
| 6M | +17.6% | +22.7% | -5.1% | +9.3% |
| YTD | +17.3% | +28.0% | -10.7% | +6.9% |
| 1Y | +23.5% | +12.7% | +10.8% | +16.9% |
| 3Y | +384.6% | +231.3% | +153.3% | +241.0% |
| All | +384.6% | +230.1% | +154.5% | +241.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling