+35.0%
WAT vs NTR
+39.1%
-4.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.6% |
| 7D | -0.3% | -1.3% | +1.0% | -0.4% |
| 30D | -1.9% | +16.8% | -18.7% | -0.5% |
| 3M | +13.5% | +20.7% | -7.2% | +15.6% |
| 6M | +37.2% | +0.5% | +36.7% | +37.1% |
| YTD | +7.5% | +29.2% | -21.7% | +9.7% |
| 1Y | +35.0% | +39.6% | -4.6% | +40.3% |
| All | +35.0% | +39.1% | -4.1% | +40.3% |
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