-6.3%
NVTS vs WAT
+14.2%
-20.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.6% |
| 7D | +9.7% | -0.7% | +10.4% | +10.1% |
| 30D | -13.6% | -1.0% | -12.6% | -13.2% |
| 3M | -51.0% | +10.9% | -61.9% | -54.1% |
| 6M | +46.3% | +33.2% | +13.2% | +21.4% |
| YTD | +68.1% | +6.1% | +62.0% | +58.2% |
| 1Y | +113.9% | +30.2% | +83.7% | +74.5% |
| 3Y | +45.3% | +52.9% | -7.6% | +0.8% |
| All | -6.3% | +14.2% | -20.4% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling