+53.7%
WAT vs NVS
+54.6%
-0.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -1.8% | -15.4% | +13.6% | +4.3% |
| 30D | -1.7% | -12.3% | +10.6% | +2.7% |
| 3M | +9.1% | -7.8% | +16.9% | +11.2% |
| 6M | +32.4% | -13.0% | +45.4% | +38.3% |
| YTD | +6.6% | +2.8% | +3.8% | +2.7% |
| 1Y | +34.7% | +10.6% | +24.1% | +25.2% |
| All | +53.7% | +54.6% | -0.8% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling