+1,747.1%
NXPI vs WAT
+520.7%
+1,226.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.9% |
| 7D | +1.9% | -1.3% | +3.2% | +2.7% |
| 30D | -1.4% | +2.3% | -3.8% | -2.9% |
| 3M | -29.1% | +8.7% | -37.8% | -32.7% |
| 6M | +6.2% | +28.3% | -22.1% | -11.0% |
| YTD | +5.9% | +7.8% | -1.9% | -2.4% |
| 1Y | +2.9% | +36.6% | -33.7% | -19.2% |
| 3Y | +14.5% | +45.7% | -31.2% | -18.6% |
| 5Y | +17.1% | -3.3% | +20.4% | +6.9% |
| 10Y | +193.4% | +162.1% | +31.3% | +20.9% |
| All | +1,747.1% | +520.7% | +1,226.4% | +237.3% |
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