+751.2%
NVT vs WAT
+109.3%
+641.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.9% |
| 7D | +10.4% | -0.7% | +11.1% | +10.7% |
| 30D | -1.3% | -1.0% | -0.3% | -1.0% |
| 3M | -0.6% | +10.9% | -11.5% | -5.3% |
| 6M | +53.8% | +33.2% | +20.6% | +33.8% |
| YTD | +60.2% | +6.1% | +54.1% | +52.6% |
| 1Y | +76.8% | +30.2% | +46.5% | +52.5% |
| 3Y | +191.2% | +52.9% | +138.4% | +115.4% |
| 5Y | +430.9% | -5.1% | +436.1% | +401.6% |
| All | +751.2% | +109.3% | +641.9% | +329.6% |
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