+40.6%
NVDL vs WAT
+41.4%
-0.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.7% |
| 7D | +11.7% | -1.3% | +13.0% | +11.7% |
| 30D | +7.8% | +2.3% | +5.5% | +8.0% |
| 3M | +3.3% | +8.7% | -5.4% | +3.6% |
| 6M | +38.9% | +28.3% | +10.6% | +41.2% |
| YTD | +28.5% | +7.8% | +20.7% | +27.3% |
| 1Y | +40.6% | +36.6% | +4.0% | +44.7% |
| All | +40.6% | +41.4% | -0.8% | +44.7% |
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