-38.7%
NOW vs WAB
+46.5%
-85.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | +0.5% |
| 7D | -27.5% | +4.5% | -32.1% | -25.0% |
| 30D | -20.0% | +1.1% | -21.1% | -19.1% |
| 3M | -7.9% | -1.3% | -6.6% | -8.2% |
| 6M | +18.3% | +12.7% | +5.6% | +31.7% |
| YTD | -29.0% | +38.7% | -67.6% | -20.8% |
| 1Y | -38.7% | +44.9% | -83.6% | -33.6% |
| All | -38.7% | +46.5% | -85.2% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling