+14,551.4%
NVDA vs WAT
+166.5%
+14,384.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.9% |
| 7D | -4.3% | -2.9% | -1.4% | -3.0% |
| 30D | +0.5% | -3.2% | +3.7% | +2.1% |
| 3M | +9.1% | +10.6% | -1.5% | +3.6% |
| 6M | +18.5% | +34.0% | -15.6% | +0.5% |
| YTD | +17.4% | +5.7% | +11.6% | +10.9% |
| 1Y | +23.4% | +37.1% | -13.6% | +0.2% |
| 3Y | +380.6% | +52.4% | +328.2% | +230.6% |
| 5Y | +875.7% | -4.4% | +880.1% | +801.6% |
| All | +14,551.4% | +166.5% | +14,384.9% | +7,451.7% |
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