+7,836.4%
NVDA vs WU
-38.9%
+7,875.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.4% |
| 7D | -12.7% | -2.0% | -10.7% | -12.3% |
| 30D | -26.4% | +11.4% | -37.8% | -29.4% |
| 3M | -27.6% | -6.8% | -20.8% | -26.6% |
| 6M | -27.7% | -14.6% | -13.1% | -25.6% |
| YTD | -12.5% | -20.6% | +8.2% | -8.2% |
| 1Y | -12.6% | -15.4% | +2.7% | -11.0% |
| 3Y | +235.9% | -23.6% | +259.6% | +240.6% |
| 5Y | +438.2% | -43.4% | +481.6% | +518.5% |
| All | +7,836.4% | -38.9% | +7,875.4% | +7,569.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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