+801.6%
WAT vs NVMI
+1,967.2%
-1,165.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.5% |
| 7D | -1.3% | +6.6% | -7.9% | -1.9% |
| 30D | +2.3% | -7.5% | +9.9% | +3.0% |
| 3M | +8.7% | -28.5% | +37.2% | +11.6% |
| 6M | +28.3% | -15.7% | +44.1% | +29.3% |
| YTD | +7.8% | +13.3% | -5.5% | +5.3% |
| 1Y | +36.6% | +48.3% | -11.7% | +29.8% |
| 3Y | +45.7% | +191.2% | -145.6% | +27.9% |
| 5Y | -3.3% | +268.7% | -272.0% | -17.5% |
| 10Y | +162.1% | +3,034.8% | -2,872.7% | +88.7% |
| All | +801.6% | +1,967.2% | -1,165.6% | +452.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling