-54.2%
NVD vs WAT
+34.9%
-89.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.2% | +4.4% |
| 7D | +9.0% | -2.9% | +11.9% | +8.8% |
| 30D | -5.5% | -3.2% | -2.2% | -5.6% |
| 3M | -24.6% | +10.6% | -35.2% | -24.7% |
| 6M | -42.1% | +34.0% | -76.1% | -42.9% |
| YTD | -44.3% | +5.7% | -50.1% | -43.7% |
| 1Y | -54.2% | +37.1% | -91.2% | -50.9% |
| All | -54.2% | +34.9% | -89.0% | -50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling