+308.5%
WAT vs NWSA
+127.4%
+181.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | -1.3% | -1.9% | +0.6% | -0.6% |
| 30D | +2.3% | +4.6% | -2.2% | +0.6% |
| 3M | +8.7% | +13.2% | -4.5% | +3.7% |
| 6M | +28.3% | +27.0% | +1.3% | +17.1% |
| YTD | +7.8% | +16.8% | -9.1% | +0.9% |
| 1Y | +36.6% | +4.5% | +32.1% | +32.6% |
| 3Y | +45.7% | +46.2% | -0.5% | +25.0% |
| 5Y | -3.3% | +40.9% | -44.2% | -18.0% |
| 10Y | +162.1% | +145.1% | +17.0% | +70.6% |
| All | +308.5% | +127.4% | +181.1% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling