+52.5%
WAT vs NTR
+37.3%
+15.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.3% |
| 7D | -2.9% | -2.5% | -0.4% | -2.5% |
| 30D | -3.2% | +17.0% | -20.3% | -6.0% |
| 3M | +10.6% | +22.2% | -11.6% | +6.4% |
| 6M | +34.0% | +5.2% | +28.9% | +31.9% |
| YTD | +5.7% | +29.7% | -23.9% | -2.3% |
| 1Y | +37.1% | +39.4% | -2.3% | +23.1% |
| All | +52.5% | +37.3% | +15.3% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling