+2,490.2%
NVDL vs WAT
+16.2%
+2,474.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.8% |
| 7D | -10.3% | -0.3% | -10.1% | -10.2% |
| 30D | -7.1% | -1.9% | -5.2% | -6.3% |
| 3M | +6.6% | +13.5% | -6.9% | +1.9% |
| 6M | +21.1% | +37.2% | -16.2% | +6.6% |
| YTD | +15.2% | +7.5% | +7.7% | +10.8% |
| 1Y | +18.8% | +35.0% | -16.2% | +1.5% |
| 3Y | +649.9% | +55.1% | +594.8% | +496.1% |
| All | +2,490.2% | +16.2% | +2,474.0% | +2,320.4% |
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