+514.0%
NOW vs WAB
+266.7%
+247.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +0.3% | +5.1% | -4.8% | -1.3% |
| 30D | -27.0% | +4.0% | -31.0% | -28.0% |
| 3M | -19.6% | +0.1% | -19.7% | -20.0% |
| 6M | +17.5% | +12.8% | +4.7% | +11.1% |
| YTD | -33.3% | +40.1% | -73.3% | -42.5% |
| 1Y | -39.8% | +46.4% | -86.2% | -49.1% |
| 3Y | -19.9% | +167.4% | -187.3% | -45.6% |
| 5Y | -26.1% | +215.0% | -241.1% | -52.7% |
| All | +514.0% | +266.7% | +247.3% | +229.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling