+68.9%
NI vs WAB
+164.8%
-95.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +1.3% | +0.2% | +1.0% | +1.2% |
| 30D | -0.3% | -4.6% | +4.3% | +0.7% |
| 3M | -9.5% | +5.6% | -15.1% | -10.7% |
| 6M | -10.2% | +13.8% | -24.1% | -13.0% |
| YTD | +1.8% | +31.9% | -30.1% | -4.5% |
| 1Y | +5.7% | +48.3% | -42.6% | -3.5% |
| All | +68.9% | +164.8% | -95.9% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling