-30.1%
NVTS vs WAT
+30.4%
-60.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.1% |
| 7D | +3.9% | +0.6% | +3.4% | +3.8% |
| 30D | -4.3% | +5.4% | -9.7% | -6.1% |
| 3M | -34.5% | +11.3% | -45.8% | -37.9% |
| 6M | -57.7% | +37.4% | -95.1% | -64.7% |
| YTD | +25.4% | +21.2% | +4.2% | +10.3% |
| 1Y | +13.1% | +21.3% | -8.2% | -0.6% |
| 3Y | +48.9% | +83.4% | -34.5% | -6.7% |
| 5Y | -51.8% | +29.0% | -80.8% | -65.3% |
| All | -30.1% | +30.4% | -60.5% | -49.5% |
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