+36.6%
WAT vs NTR
+43.1%
-6.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.1% |
| 7D | -1.3% | +8.1% | -9.4% | -0.5% |
| 30D | +2.3% | +18.8% | -16.4% | +4.0% |
| 3M | +8.7% | +16.2% | -7.5% | +10.3% |
| 6M | +28.3% | +9.8% | +18.6% | +29.2% |
| YTD | +7.8% | +30.9% | -23.1% | +10.2% |
| 1Y | +36.6% | +41.8% | -5.2% | +41.9% |
| All | +36.6% | +43.1% | -6.5% | +41.9% |
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