+14,546.7%
NVDA vs WY
+7.6%
+14,539.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.2% |
| 7D | -5.1% | -4.2% | -1.0% | -3.2% |
| 30D | -2.5% | -10.1% | +7.6% | +2.2% |
| 3M | +6.7% | -8.5% | +15.2% | +10.3% |
| 6M | +17.6% | -3.3% | +21.0% | +18.0% |
| YTD | +17.3% | -4.4% | +21.7% | +17.4% |
| 1Y | +23.5% | -11.5% | +35.0% | +27.5% |
| 3Y | +384.6% | -24.3% | +408.9% | +417.4% |
| 5Y | +875.4% | -21.3% | +896.7% | +941.4% |
| All | +14,546.7% | +7.6% | +14,539.1% | +13,366.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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