-7.8%
NVTS vs WAT
+16.0%
-23.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.9% |
| 7D | +2.7% | -1.3% | +4.0% | +3.5% |
| 30D | -4.5% | +2.3% | -6.8% | -5.7% |
| 3M | -61.5% | +8.7% | -70.3% | -63.4% |
| 6M | +28.0% | +28.3% | -0.3% | +8.8% |
| YTD | +65.3% | +7.8% | +57.5% | +54.3% |
| 1Y | +113.0% | +36.6% | +76.4% | +68.7% |
| 3Y | +34.7% | +45.7% | -11.0% | -3.0% |
| All | -7.8% | +16.0% | -23.8% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling