+595,415.3%
NVDA vs WSM
+4,092.8%
+591,322.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.3% | +2.6% | -2.9% | -1.2% |
| 30D | +2.8% | -9.3% | +12.1% | +6.2% |
| 3M | +7.4% | +7.1% | +0.3% | +4.4% |
| 6M | +22.6% | +21.7% | +0.9% | +13.5% |
| YTD | +20.1% | +28.7% | -8.7% | +8.5% |
| 1Y | +31.2% | +13.9% | +17.3% | +22.9% |
| 3Y | +391.7% | +232.2% | +159.6% | +202.7% |
| 5Y | +911.9% | +176.4% | +735.5% | +552.3% |
| 10Y | +15,200.7% | +1,072.4% | +14,128.3% | +5,422.3% |
| All | +595,415.3% | +4,092.8% | +591,322.5% | +105,809.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling