-55.5%
NVTS vs WAT
+31.7%
-87.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.3% | +8.0% |
| 7D | +7.9% | +0.7% | +7.2% | +7.7% |
| 30D | +0.8% | +9.0% | -8.2% | -1.1% |
| 3M | -26.0% | +13.5% | -39.4% | -28.2% |
| 6M | -55.5% | +35.3% | -90.8% | -56.7% |
| All | -55.5% | +31.7% | -87.3% | -56.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling