+250.5%
NVDA vs WAT
+87.1%
+163.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.2% | -5.4% |
| 7D | -18.3% | +3.4% | -21.7% | -18.8% |
| 30D | -26.3% | +9.6% | -36.0% | -27.5% |
| 3M | -22.3% | +15.5% | -37.8% | -24.3% |
| 6M | -21.3% | +33.9% | -55.2% | -25.4% |
| YTD | -9.2% | +25.2% | -34.4% | -13.1% |
| 1Y | -14.9% | +26.3% | -41.2% | -18.8% |
| 3Y | +250.5% | +85.8% | +164.7% | +237.4% |
| All | +250.5% | +87.1% | +163.3% | +237.4% |
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