+27.3%
WAT vs NTR
+36.7%
-9.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +2.0% |
| 7D | -1.9% | +4.3% | -6.3% | -1.6% |
| 30D | +6.2% | +2.6% | +3.7% | +6.5% |
| 3M | +18.1% | +8.5% | +9.5% | +19.0% |
| 6M | +54.9% | -3.3% | +58.2% | +54.4% |
| YTD | +23.1% | +19.6% | +3.5% | +22.7% |
| 1Y | +27.3% | +37.6% | -10.3% | +24.3% |
| All | +27.3% | +36.7% | -9.4% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling