+161.8%
WAT vs NVS
+180.2%
-18.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.9% | -15.7% | +12.8% | +4.9% |
| 30D | -3.2% | -11.1% | +7.9% | +1.5% |
| 3M | +10.6% | -7.2% | +17.8% | +13.1% |
| 6M | +34.0% | -12.3% | +46.4% | +41.2% |
| YTD | +5.7% | +2.8% | +3.0% | +2.1% |
| 1Y | +37.1% | +11.9% | +25.1% | +26.5% |
| 3Y | +52.4% | +55.1% | -2.7% | +17.1% |
| 5Y | -4.4% | +94.1% | -98.5% | -36.3% |
| All | +161.8% | +180.2% | -18.4% | +48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling