-24.6%
NVDA vs WAT
+32.1%
-56.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -3.8% |
| 7D | -8.5% | +2.0% | -10.5% | -9.0% |
| 30D | -27.3% | +7.7% | -35.0% | -28.2% |
| 3M | -25.8% | +11.1% | -36.8% | -27.1% |
| 6M | -24.6% | +31.2% | -55.8% | -26.6% |
| All | -24.6% | +32.1% | -56.6% | -26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling