+27.3%
WAT vs NVS
+37.6%
-10.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.6% |
| 7D | -1.9% | +5.7% | -7.6% | -3.6% |
| 30D | +6.2% | +17.1% | -10.8% | +1.4% |
| 3M | +18.1% | +7.6% | +10.4% | +14.5% |
| 6M | +54.9% | +14.1% | +40.8% | +46.0% |
| YTD | +23.1% | +23.3% | -0.2% | +11.9% |
| 1Y | +27.3% | +36.0% | -8.7% | +9.7% |
| All | +27.3% | +37.6% | -10.3% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling