+211.4%
NXPI vs WAT
+156.2%
+55.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -2.3% | -1.8% | -0.5% | -1.4% |
| 30D | -4.3% | -1.7% | -2.6% | -3.6% |
| 3M | -24.7% | +9.1% | -33.7% | -28.0% |
| 6M | +9.7% | +32.4% | -22.7% | -7.0% |
| YTD | +3.8% | +6.6% | -2.8% | -2.3% |
| 1Y | +1.6% | +34.7% | -33.1% | -16.5% |
| 3Y | +16.0% | +53.6% | -37.5% | -15.3% |
| 5Y | +16.1% | -4.1% | +20.2% | +8.7% |
| 10Y | +211.4% | +167.9% | +43.5% | +89.2% |
| All | +211.4% | +156.2% | +55.2% | +89.2% |
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