-99.1%
NVD vs WAT
+54.0%
-153.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.9% |
| 7D | +10.8% | -0.3% | +11.1% | +10.8% |
| 30D | +0.8% | -1.9% | +2.6% | +0.4% |
| 3M | -20.8% | +13.5% | -34.3% | -16.8% |
| 6M | -41.2% | +37.2% | -78.4% | -33.4% |
| YTD | -44.2% | +7.5% | -51.7% | -42.5% |
| 1Y | -54.2% | +35.0% | -89.2% | -47.1% |
| 3Y | -99.1% | +55.1% | -154.2% | -98.9% |
| All | -99.1% | +54.0% | -153.1% | -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 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