-51.9%
NVO vs WAT
+52.2%
-104.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.1% |
| 7D | -7.4% | -2.9% | -4.5% | -6.8% |
| 30D | -5.5% | -3.2% | -2.3% | -4.9% |
| 3M | +4.1% | +10.6% | -6.5% | +1.7% |
| 6M | +19.3% | +34.0% | -14.7% | +11.3% |
| YTD | -9.2% | +5.7% | -14.9% | -11.3% |
| 1Y | -15.0% | +37.1% | -52.1% | -21.8% |
| All | -51.9% | +52.2% | -104.1% | -52.4% |
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 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