+83.4%
WAT vs NWSA
+32.6%
+50.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.3% |
| 7D | +0.6% | +2.2% | -1.6% | -0.2% |
| 30D | +5.4% | -8.8% | +14.2% | +8.2% |
| 3M | +11.3% | -6.5% | +17.8% | +13.2% |
| 6M | +37.4% | +1.5% | +35.9% | +34.8% |
| YTD | +21.2% | +4.0% | +17.1% | +17.2% |
| 1Y | +21.3% | +3.4% | +17.9% | +17.6% |
| 3Y | +83.4% | +34.8% | +48.5% | +45.5% |
| All | +83.4% | +32.6% | +50.8% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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