+7,836.4%
NVDA vs WAT
+222.4%
+7,614.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -12.7% | +0.6% | -13.3% | -13.1% |
| 30D | -26.4% | +5.4% | -31.8% | -28.3% |
| 3M | -27.6% | +11.3% | -38.9% | -31.5% |
| 6M | -27.7% | +37.4% | -65.1% | -38.8% |
| YTD | -12.5% | +21.2% | -33.6% | -22.9% |
| 1Y | -12.6% | +21.3% | -34.0% | -23.3% |
| 3Y | +235.9% | +83.4% | +152.6% | +107.3% |
| 5Y | +438.2% | +29.0% | +409.2% | +318.6% |
| All | +7,836.4% | +222.4% | +7,614.0% | +3,498.4% |
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