-10.8%
NVTS vs WAT
+32.9%
-43.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.7% | +7.3% | +8.4% |
| 7D | -0.3% | -1.9% | +1.6% | +0.5% |
| 30D | -24.4% | +6.2% | -30.6% | -25.6% |
| 3M | -26.5% | +18.1% | -44.5% | -29.9% |
| 6M | -41.4% | +54.9% | -96.3% | -49.2% |
| YTD | +30.7% | +23.1% | +7.6% | +21.4% |
| 1Y | -10.8% | +27.3% | -38.1% | -19.3% |
| All | -10.8% | +32.9% | -43.7% | -19.3% |
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 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