+14,546.7%
NVDA vs WU
-39.1%
+14,585.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -5.1% | -3.5% | -1.7% | -4.0% |
| 30D | -2.5% | -2.9% | +0.5% | -1.6% |
| 3M | +6.7% | -2.3% | +8.9% | +5.2% |
| 6M | +17.6% | -25.4% | +43.0% | +28.0% |
| YTD | +17.3% | -21.2% | +38.5% | +24.6% |
| 1Y | +23.5% | -8.9% | +32.4% | +22.4% |
| 3Y | +384.6% | -29.0% | +413.6% | +411.2% |
| 5Y | +875.4% | -50.7% | +926.1% | +1,109.2% |
| All | +14,546.7% | -39.1% | +14,585.8% | +13,490.2% |
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