+95.8%
NI vs WAB
+224.0%
-128.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +1.3% | +0.2% | +1.0% | +1.2% |
| 30D | -0.3% | -4.6% | +4.3% | +0.8% |
| 3M | -9.5% | +5.6% | -15.1% | -10.9% |
| 6M | -10.2% | +13.8% | -24.1% | -13.5% |
| YTD | +1.8% | +31.9% | -30.1% | -5.6% |
| 1Y | +5.7% | +48.3% | -42.6% | -5.1% |
| 3Y | +69.6% | +167.1% | -97.5% | +26.1% |
| 5Y | +95.8% | +222.9% | -127.1% | +37.0% |
| All | +95.8% | +224.0% | -128.2% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling