+166.1%
WAT vs NTRS
+259.9%
-93.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | -0.3% | +1.4% | -1.6% | -0.8% |
| 30D | -1.9% | -0.7% | -1.2% | -1.7% |
| 3M | +13.5% | +11.3% | +2.2% | +8.6% |
| 6M | +37.2% | +35.5% | +1.7% | +21.2% |
| YTD | +7.5% | +40.6% | -33.1% | -6.8% |
| 1Y | +35.0% | +49.2% | -14.2% | +13.9% |
| 3Y | +55.1% | +167.2% | -112.1% | +2.3% |
| 5Y | -2.8% | +94.9% | -97.8% | -29.4% |
| All | +166.1% | +259.9% | -93.8% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling