-12.9%
NVTS vs WAT
+13.8%
-26.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.4% |
| 7D | +0.5% | -2.9% | +3.3% | +2.1% |
| 30D | -18.0% | -3.2% | -14.8% | -16.5% |
| 3M | -45.6% | +10.6% | -56.2% | -49.0% |
| 6M | +28.5% | +34.0% | -5.6% | +6.2% |
| YTD | +56.2% | +5.7% | +50.4% | +47.3% |
| 1Y | +97.7% | +37.1% | +60.6% | +56.1% |
| 3Y | +35.0% | +52.4% | -17.4% | -6.2% |
| All | -12.9% | +13.8% | -26.7% | -32.5% |
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