+8,366.7%
NVDA vs WAT
+229.9%
+8,136.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.3% |
| 7D | -13.2% | +0.7% | -13.9% | -13.5% |
| 30D | -23.2% | +9.0% | -32.2% | -26.5% |
| 3M | -20.0% | +13.5% | -33.5% | -25.0% |
| 6M | -20.6% | +35.3% | -55.9% | -32.3% |
| YTD | -6.6% | +24.0% | -30.6% | -18.7% |
| 1Y | -9.8% | +22.0% | -31.8% | -21.0% |
| 3Y | +260.5% | +84.0% | +176.5% | +122.8% |
| 5Y | +474.2% | +34.4% | +439.8% | +336.3% |
| All | +8,366.7% | +229.9% | +8,136.8% | +3,694.9% |
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