+212.4%
NXPI vs WAT
+222.4%
-10.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +6.8% | +0.6% | +6.2% | +6.4% |
| 30D | +20.0% | +5.4% | +14.6% | +17.0% |
| 3M | +14.8% | +11.3% | +3.5% | +8.5% |
| 6M | -10.5% | +37.4% | -47.9% | -24.4% |
| YTD | +23.7% | +21.2% | +2.6% | +8.9% |
| 1Y | +34.1% | +21.3% | +12.7% | +17.8% |
| 3Y | +51.2% | +83.4% | -32.1% | -0.1% |
| 5Y | +33.4% | +29.0% | +4.4% | +6.3% |
| All | +212.4% | +222.4% | -10.0% | +69.5% |
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 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