+783.6%
NOW vs W
+214.9%
+568.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.2% | +2.3% | -4.3% |
| 7D | -6.7% | -5.6% | -1.1% | -5.7% |
| 30D | -25.8% | +7.5% | -33.3% | -27.2% |
| 3M | -12.7% | +5.4% | -18.1% | -14.2% |
| 6M | +11.2% | +79.4% | -68.1% | -3.4% |
| YTD | -33.2% | +12.9% | -46.1% | -37.3% |
| 1Y | -41.8% | +12.4% | -54.2% | -45.6% |
| 3Y | -15.7% | +128.5% | -144.1% | -37.9% |
| 5Y | -26.0% | -54.0% | +27.9% | -35.2% |
| 10Y | +515.1% | +248.8% | +266.3% | +248.6% |
| All | +783.6% | +214.9% | +568.7% | +392.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling