-16.7%
NVO vs WAT
+38.4%
-55.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.5% |
| 7D | -7.6% | -0.3% | -7.3% | -7.5% |
| 30D | -6.0% | -1.9% | -4.1% | -5.6% |
| 3M | -0.8% | +13.5% | -14.3% | -3.7% |
| 6M | +16.5% | +37.2% | -20.8% | +7.2% |
| YTD | -11.1% | +7.5% | -18.6% | -14.4% |
| 1Y | -16.7% | +35.0% | -51.7% | -30.8% |
| All | -16.7% | +38.4% | -55.1% | -30.8% |
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