+18.8%
NVDL vs WAT
+38.4%
-19.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.3% |
| 7D | -10.3% | -0.3% | -10.1% | -10.3% |
| 30D | -7.1% | -1.9% | -5.2% | -7.0% |
| 3M | +6.6% | +13.5% | -6.9% | +6.8% |
| 6M | +21.1% | +37.2% | -16.2% | +23.0% |
| YTD | +15.2% | +7.5% | +7.7% | +14.3% |
| 1Y | +18.8% | +35.0% | -16.2% | +12.1% |
| All | +18.8% | +38.4% | -19.6% | +12.1% |
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