+95.8%
NI vs WAT
-4.9%
+100.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +1.3% | -1.8% | +3.1% | +1.5% |
| 30D | -0.3% | -1.7% | +1.4% | -0.1% |
| 3M | -9.5% | +9.1% | -18.5% | -10.5% |
| 6M | -10.2% | +32.4% | -42.7% | -13.7% |
| YTD | +1.8% | +6.6% | -4.8% | +0.5% |
| 1Y | +5.7% | +34.7% | -29.0% | +0.7% |
| 3Y | +69.6% | +53.6% | +16.0% | +52.5% |
| 5Y | +95.8% | -4.1% | +99.9% | +74.5% |
| All | +95.8% | -4.9% | +100.7% | +74.5% |
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