+913.8%
NVDA vs WST
-25.8%
+939.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.8% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | +0.8% | -4.6% | +5.4% | +2.1% |
| 3M | +8.2% | +5.7% | +2.5% | +6.2% |
| 6M | +27.1% | +37.6% | -10.5% | +14.5% |
| YTD | +21.2% | +23.0% | -1.9% | +12.6% |
| 1Y | +34.3% | +33.8% | +0.5% | +20.5% |
| 3Y | +396.3% | -13.4% | +409.6% | +383.5% |
| 5Y | +913.8% | -27.0% | +940.7% | +1,023.1% |
| All | +913.8% | -25.8% | +939.6% | +1,023.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling