+114.4%
NI vs WAT
+31.1%
+83.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.8% |
| 7D | +3.1% | +2.0% | +1.1% | +2.8% |
| 30D | +11.2% | +7.7% | +3.5% | +10.2% |
| 3M | +9.8% | +11.1% | -1.2% | +8.4% |
| 6M | -1.6% | +31.2% | -32.8% | -5.0% |
| YTD | +12.6% | +21.7% | -9.0% | +9.5% |
| 1Y | +7.8% | +19.3% | -11.5% | +5.0% |
| 3Y | +100.5% | +80.6% | +19.9% | +75.5% |
| 5Y | +114.4% | +29.5% | +84.9% | +97.9% |
| All | +114.4% | +31.1% | +83.3% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling