-42.8%
NVTS vs WAT
+33.2%
-76.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.3% | +7.9% |
| 7D | +7.9% | +0.7% | +7.2% | +8.0% |
| 30D | +0.8% | +9.0% | -8.2% | -3.3% |
| 3M | -26.0% | +13.5% | -39.4% | -30.7% |
| 6M | -55.5% | +35.3% | -90.8% | -62.9% |
| YTD | +41.0% | +24.0% | +17.1% | +22.0% |
| 1Y | +10.4% | +22.0% | -11.5% | -3.5% |
| 3Y | +60.9% | +84.0% | -23.1% | -0.8% |
| 5Y | -42.8% | +34.4% | -77.1% | -58.0% |
| All | -42.8% | +33.2% | -76.0% | -58.0% |
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