+514.0%
NOW vs W
+212.4%
+301.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | -27.0% | +6.8% | -33.8% | -28.3% |
| 3M | -19.6% | +10.7% | -30.3% | -21.9% |
| 6M | +17.5% | +86.3% | -68.9% | +0.3% |
| YTD | -33.3% | +11.5% | -44.7% | -37.5% |
| 1Y | -39.8% | +5.1% | -44.9% | -43.1% |
| 3Y | -19.9% | +171.0% | -190.9% | -44.6% |
| 5Y | -26.1% | -56.6% | +30.6% | -34.7% |
| All | +514.0% | +212.4% | +301.6% | +231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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