+7,999.2%
NVDA vs WWD
+442.7%
+7,556.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.4% | -3.5% |
| 7D | -8.5% | +8.2% | -16.6% | -11.6% |
| 30D | -27.3% | -0.2% | -27.1% | -27.3% |
| 3M | -25.8% | -8.4% | -17.3% | -23.1% |
| 6M | -24.6% | -9.5% | -15.0% | -22.2% |
| YTD | -10.7% | +10.1% | -20.8% | -16.5% |
| 1Y | -14.0% | +21.6% | -35.6% | -23.7% |
| 3Y | +244.9% | +149.6% | +95.3% | +122.2% |
| 5Y | +449.3% | +191.3% | +258.0% | +228.9% |
| All | +7,999.2% | +442.7% | +7,556.5% | +3,534.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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