-40.3%
NOW vs WAB
+46.1%
-86.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +2.9% | +3.3% |
| 7D | -5.6% | +3.1% | -8.7% | -4.0% |
| 30D | -26.8% | +6.4% | -33.2% | -23.5% |
| 3M | -19.4% | +2.2% | -21.6% | -18.2% |
| 6M | +12.3% | +13.7% | -1.4% | +25.7% |
| YTD | -32.9% | +43.0% | -75.9% | -23.0% |
| 1Y | -40.3% | +47.0% | -87.3% | -32.4% |
| All | -40.3% | +46.1% | -86.4% | -32.4% |
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