+2,141.3%
NI vs WAT
+12,173.3%
-10,032.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +4.3% | +0.6% | +3.7% | +4.2% |
| 30D | +12.4% | +5.4% | +6.9% | +11.5% |
| 3M | +10.2% | +11.3% | -1.1% | +8.4% |
| 6M | -0.8% | +37.4% | -38.2% | -5.4% |
| YTD | +13.2% | +21.2% | -7.9% | +9.2% |
| 1Y | +10.1% | +21.3% | -11.3% | +6.1% |
| 3Y | +103.1% | +83.4% | +19.7% | +81.1% |
| 5Y | +115.5% | +29.0% | +86.6% | +100.2% |
| 10Y | +195.5% | +223.9% | -28.4% | +139.0% |
| All | +2,141.3% | +12,173.3% | -10,032.1% | +1,295.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling