+11,665.0%
NVO vs WAT
+10,644.3%
+1,020.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.8% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | -3.2% | -1.0% | -2.3% | -3.1% |
| 3M | +11.5% | +10.9% | +0.6% | +9.5% |
| 6M | +22.9% | +33.2% | -10.3% | +16.9% |
| YTD | -6.8% | +6.1% | -12.9% | -8.4% |
| 1Y | -12.6% | +30.2% | -42.9% | -16.9% |
| 3Y | -49.6% | +52.9% | -102.5% | -53.9% |
| 5Y | +0.6% | -5.1% | +5.7% | -1.9% |
| 10Y | +148.3% | +152.6% | -4.3% | +106.0% |
| All | +11,665.0% | +10,644.3% | +1,020.7% | +7,089.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling