-16.0%
NOW vs WAB
+153.1%
-169.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.6% | -0.3% | -5.2% |
| 7D | -6.7% | -2.5% | -4.2% | -6.3% |
| 30D | -25.8% | -4.4% | -21.5% | -25.4% |
| 3M | -12.7% | -5.9% | -6.8% | -12.1% |
| 6M | +11.2% | +5.9% | +5.3% | +8.3% |
| YTD | -33.2% | +30.9% | -64.1% | -42.8% |
| 1Y | -41.8% | +35.8% | -77.6% | -51.4% |
| All | -16.0% | +153.1% | -169.1% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling