+921.2%
NVDA vs WAT
-5.3%
+926.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.4% |
| 7D | +3.8% | -0.7% | +4.5% | +4.1% |
| 30D | +0.8% | -1.0% | +1.8% | +1.2% |
| 3M | +8.2% | +10.9% | -2.7% | +3.7% |
| 6M | +27.1% | +33.2% | -6.1% | +11.5% |
| YTD | +21.2% | +6.1% | +15.1% | +16.1% |
| 1Y | +34.3% | +30.2% | +4.1% | +15.3% |
| 3Y | +396.3% | +52.9% | +343.4% | +243.6% |
| All | +921.2% | -5.3% | +926.5% | +924.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling