+2,121.1%
NI vs WAB
+4,092.2%
-1,971.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.8% |
| 7D | +2.0% | -3.2% | +5.2% | +2.6% |
| 30D | -3.5% | -4.4% | +0.9% | -2.8% |
| 3M | -9.1% | +7.9% | -17.0% | -10.6% |
| 6M | -11.8% | +8.7% | -20.5% | -13.5% |
| YTD | +1.1% | +33.0% | -31.9% | -4.5% |
| 1Y | +6.7% | +46.7% | -40.0% | -1.1% |
| 3Y | +71.1% | +153.0% | -81.9% | +42.0% |
| 5Y | +94.3% | +222.3% | -128.0% | +53.0% |
| 10Y | +135.8% | +291.0% | -155.2% | +71.4% |
| All | +2,121.1% | +4,092.2% | -1,971.2% | +1,026.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling