-12.6%
NVDA vs WAT
+20.2%
-32.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -12.7% | +0.6% | -13.3% | -12.8% |
| 30D | -26.4% | +5.4% | -31.8% | -26.6% |
| 3M | -27.6% | +11.3% | -38.9% | -28.0% |
| 6M | -27.7% | +37.4% | -65.1% | -28.1% |
| YTD | -12.5% | +21.2% | -33.6% | -13.7% |
| 1Y | -12.6% | +21.3% | -34.0% | -13.9% |
| All | -12.6% | +20.2% | -32.8% | -13.9% |
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