-99.1%
NVD vs WAT
+51.4%
-150.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.2% | +4.2% |
| 7D | +9.0% | -2.9% | +11.9% | +7.9% |
| 30D | -5.5% | -3.2% | -2.2% | -6.3% |
| 3M | -24.6% | +10.6% | -35.2% | -21.5% |
| 6M | -42.1% | +34.0% | -76.1% | -35.0% |
| YTD | -44.3% | +5.7% | -50.1% | -43.0% |
| 1Y | -54.2% | +37.1% | -91.2% | -46.6% |
| 3Y | -99.1% | +52.4% | -151.5% | -98.9% |
| All | -99.1% | +51.4% | -150.6% | -98.9% |
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 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