+105.9%
WAT vs NTR
+103.6%
+2.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.0% |
| 7D | -0.7% | +3.8% | -4.6% | -1.7% |
| 30D | -1.0% | +25.2% | -26.2% | -6.8% |
| 3M | +10.9% | +21.0% | -10.1% | +5.1% |
| 6M | +33.2% | +7.6% | +25.6% | +29.2% |
| YTD | +6.1% | +32.9% | -26.8% | -3.7% |
| 1Y | +30.2% | +43.1% | -12.8% | +15.0% |
| 3Y | +52.9% | +41.6% | +11.3% | +33.2% |
| 5Y | -5.1% | +54.8% | -59.9% | -25.3% |
| All | +105.9% | +103.6% | +2.3% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling