-28.6%
NOW vs WAB
+47.5%
-76.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.6% | -4.6% |
| 7D | -6.1% | +1.7% | -7.7% | -5.1% |
| 30D | +7.5% | -2.4% | +9.9% | +5.9% |
| 3M | +17.5% | +9.7% | +7.9% | +25.3% |
| 6M | +7.9% | +16.5% | -8.6% | +16.8% |
| YTD | -12.4% | +33.7% | -46.1% | -7.7% |
| 1Y | -28.6% | +49.7% | -78.2% | -26.4% |
| All | -28.6% | +47.5% | -76.1% | -26.4% |
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