-4.1%
WAT vs NVS
+89.9%
-94.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -1.8% | -15.4% | +13.6% | +4.7% |
| 30D | -1.7% | -12.3% | +10.6% | +3.0% |
| 3M | +9.1% | -7.8% | +16.9% | +11.4% |
| 6M | +32.4% | -13.0% | +45.4% | +38.8% |
| YTD | +6.6% | +2.8% | +3.8% | +3.1% |
| 1Y | +34.7% | +10.6% | +24.1% | +25.7% |
| 3Y | +53.6% | +55.1% | -1.5% | +22.7% |
| 5Y | -4.1% | +91.7% | -95.8% | -32.9% |
| All | -4.1% | +89.9% | -94.0% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling