-5.1%
WAT vs NWSA
+40.6%
-45.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.9% |
| 7D | -0.7% | -2.6% | +1.9% | +0.3% |
| 30D | -1.0% | +4.6% | -5.5% | -2.6% |
| 3M | +10.9% | +10.2% | +0.7% | +6.5% |
| 6M | +33.2% | +21.6% | +11.5% | +22.5% |
| YTD | +6.1% | +14.6% | -8.6% | -0.5% |
| 1Y | +30.2% | +0.4% | +29.9% | +28.7% |
| 3Y | +52.9% | +45.0% | +7.9% | +28.8% |
| 5Y | -5.1% | +41.3% | -46.4% | -24.6% |
| All | -5.1% | +40.6% | -45.8% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling