+1,901.0%
NI vs WAT
+10,816.8%
-8,915.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +2.0% | -1.3% | +3.3% | +2.2% |
| 30D | -3.5% | +2.3% | -5.9% | -3.9% |
| 3M | -9.1% | +8.7% | -17.9% | -10.3% |
| 6M | -11.8% | +28.3% | -40.2% | -15.4% |
| YTD | +1.1% | +7.8% | -6.7% | -0.8% |
| 1Y | +6.7% | +36.6% | -29.9% | +1.0% |
| 3Y | +71.1% | +45.7% | +25.4% | +57.6% |
| 5Y | +94.3% | -3.3% | +97.6% | +88.0% |
| 10Y | +135.8% | +162.1% | -26.3% | +96.0% |
| All | +1,901.0% | +10,816.8% | -8,915.8% | +1,168.1% |
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