+14,546.7%
NVDA vs WTW
+198.0%
+14,348.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -5.1% | -5.7% | +0.6% | -2.4% |
| 30D | -2.5% | -7.3% | +4.8% | +0.8% |
| 3M | +6.7% | +21.5% | -14.8% | -4.5% |
| 6M | +17.6% | +9.6% | +8.0% | +10.1% |
| YTD | +17.3% | -3.3% | +20.6% | +15.7% |
| 1Y | +23.5% | -6.1% | +29.6% | +23.1% |
| 3Y | +384.6% | +61.8% | +322.8% | +219.2% |
| 5Y | +875.4% | +42.7% | +832.7% | +603.8% |
| All | +14,546.7% | +198.0% | +14,348.6% | +6,949.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling