-4.4%
WAT vs NVMI
+263.1%
-267.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | -2.9% | +3.8% | -6.7% | -3.6% |
| 30D | -3.2% | -7.6% | +4.3% | -1.9% |
| 3M | +10.6% | -28.0% | +38.6% | +16.4% |
| 6M | +34.0% | -15.3% | +49.3% | +35.1% |
| YTD | +5.7% | +11.5% | -5.7% | -0.4% |
| 1Y | +37.1% | +31.6% | +5.5% | +23.4% |
| 3Y | +52.4% | +207.0% | -154.6% | +2.7% |
| 5Y | -4.4% | +262.8% | -267.2% | -41.2% |
| All | -4.4% | +263.1% | -267.5% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 5y: compounded portfolio wealth divided by compounded NVMI 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…
5y analysis · Full analysis span regression · 6 months rolling