-10.1%
NVDA vs WAT
+22.1%
-32.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.0% |
| 7D | -13.2% | +0.7% | -13.9% | -13.2% |
| 30D | -23.2% | +9.0% | -32.2% | -23.6% |
| 3M | -20.0% | +13.5% | -33.5% | -20.7% |
| 6M | -20.6% | +35.3% | -55.9% | -21.5% |
| YTD | -6.6% | +24.0% | -30.6% | -8.3% |
| All | -10.1% | +22.1% | -32.3% | -11.7% |
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 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