+750.3%
NVT vs WAT
+112.1%
+638.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +3.0% | +3.9% |
| 7D | +4.1% | -0.3% | +4.3% | +4.2% |
| 30D | -5.1% | -1.9% | -3.3% | -4.5% |
| 3M | -1.2% | +13.5% | -14.7% | -6.8% |
| 6M | +46.6% | +37.2% | +9.3% | +26.0% |
| YTD | +60.0% | +7.5% | +52.5% | +51.6% |
| 1Y | +70.8% | +35.0% | +35.8% | +45.1% |
| 3Y | +187.5% | +55.1% | +132.5% | +111.3% |
| 5Y | +426.1% | -2.8% | +429.0% | +391.1% |
| All | +750.3% | +112.1% | +638.1% | +326.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling