+140.2%
NI vs WAB
+292.7%
-152.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | -1.4% | -5.9% | +4.5% | 0.0% |
| 3M | -10.6% | +9.4% | -19.9% | -12.7% |
| 6M | -9.9% | +13.8% | -23.7% | -13.1% |
| YTD | +1.2% | +31.8% | -30.6% | -5.9% |
| 1Y | +4.4% | +48.5% | -44.1% | -5.9% |
| 3Y | +68.6% | +167.0% | -98.4% | +29.5% |
| 5Y | +98.0% | +222.3% | -124.3% | +43.4% |
| All | +140.2% | +292.7% | -152.4% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling