+140.2%
NI vs WAT
+166.5%
-26.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -0.6% | -2.9% | +2.3% | 0.0% |
| 30D | -1.4% | -3.2% | +1.8% | -0.9% |
| 3M | -10.6% | +10.6% | -21.2% | -12.4% |
| 6M | -9.9% | +34.0% | -43.9% | -15.7% |
| YTD | +1.2% | +5.7% | -4.6% | -1.0% |
| 1Y | +4.4% | +37.1% | -32.6% | -3.6% |
| 3Y | +68.6% | +52.4% | +16.2% | +45.3% |
| 5Y | +98.0% | -4.4% | +102.4% | +90.5% |
| All | +140.2% | +166.5% | -26.3% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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