+1,119.4%
NOW vs W
+176.2%
+943.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.5% |
| 7D | -2.4% | -4.2% | +1.8% | -1.6% |
| 30D | +20.5% | -7.6% | +28.1% | +22.2% |
| 3M | +18.3% | +37.2% | -18.8% | +9.4% |
| 6M | +24.1% | +26.3% | -2.3% | +15.7% |
| YTD | -7.8% | -1.0% | -6.8% | -10.6% |
| 1Y | -21.4% | +20.1% | -41.5% | -27.7% |
| 3Y | +19.5% | +37.8% | -18.3% | -2.3% |
| 5Y | +4.1% | -63.7% | +67.7% | -4.3% |
| 10Y | +826.4% | +156.3% | +670.1% | +452.8% |
| All | +1,119.4% | +176.2% | +943.2% | +602.4% |
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