+400.6%
NVDA vs WAT
+52.7%
+347.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | +3.8% | -0.7% | +4.5% | +4.0% |
| 30D | +0.8% | -1.0% | +1.8% | +1.0% |
| 3M | +8.2% | +10.9% | -2.7% | +6.2% |
| 6M | +27.1% | +33.2% | -6.1% | +20.1% |
| YTD | +21.2% | +6.1% | +15.1% | +19.4% |
| 1Y | +34.3% | +30.2% | +4.1% | +25.3% |
| All | +400.6% | +52.7% | +347.9% | +349.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling