+309.2%
NVDA vs WST
+19.1%
+290.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.6% |
| 7D | -8.8% | -3.1% | -5.7% | -8.6% |
| 30D | -21.4% | +9.1% | -30.5% | -21.9% |
| 3M | -14.7% | +14.7% | -29.4% | -15.5% |
| 6M | -10.0% | +28.0% | -38.0% | -11.6% |
| YTD | +0.3% | +45.6% | -45.3% | -2.9% |
| 1Y | -0.5% | +45.7% | -46.2% | -3.7% |
| 3Y | +309.2% | +21.1% | +288.1% | +277.6% |
| All | +309.2% | +19.1% | +290.1% | +277.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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