+651.2%
NVDL vs WAT
+52.2%
+599.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.4% |
| 7D | -8.7% | -2.9% | -5.8% | -7.7% |
| 30D | -1.3% | -3.2% | +1.9% | 0.0% |
| 3M | +11.4% | +10.6% | +0.8% | +7.8% |
| 6M | +22.9% | +34.0% | -11.2% | +10.1% |
| YTD | +15.4% | +5.7% | +9.7% | +12.2% |
| 1Y | +18.8% | +37.1% | -18.3% | +1.1% |
| All | +651.2% | +52.2% | +599.1% | +533.3% |
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