+450,068.1%
NVDA vs WST
+6,595.1%
+443,472.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.4% |
| 7D | -18.3% | +1.4% | -19.7% | -18.8% |
| 30D | -26.3% | +12.7% | -39.1% | -30.7% |
| 3M | -22.3% | +17.2% | -39.4% | -28.5% |
| 6M | -21.3% | +26.7% | -48.0% | -31.0% |
| YTD | -9.2% | +50.3% | -59.5% | -28.2% |
| 1Y | -14.9% | +50.2% | -65.2% | -33.1% |
| 3Y | +250.5% | +21.7% | +228.7% | +157.7% |
| 5Y | +475.8% | +2.0% | +473.8% | +361.8% |
| 10Y | +10,058.2% | +451.1% | +9,607.1% | +2,865.5% |
| All | +450,068.1% | +6,595.1% | +443,472.9% | +22,753.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling