+14,546.7%
NVDA vs WWD
+498.2%
+14,048.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | -5.1% | -2.6% | -2.5% | -4.1% |
| 30D | -2.5% | -6.9% | +4.5% | +0.5% |
| 3M | +6.7% | -13.0% | +19.7% | +12.4% |
| 6M | +17.6% | -12.5% | +30.1% | +22.7% |
| YTD | +17.3% | +11.8% | +5.5% | +9.1% |
| 1Y | +23.5% | +41.1% | -17.6% | +2.6% |
| 3Y | +384.6% | +163.1% | +221.6% | +206.4% |
| 5Y | +875.4% | +187.6% | +687.8% | +486.5% |
| All | +14,546.7% | +498.2% | +14,048.5% | +6,456.4% |
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