+1,945.9%
NOW vs WAB
+730.7%
+1,215.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -1.7% | +7.9% | -9.6% | -4.4% |
| 30D | -27.4% | +4.9% | -32.3% | -28.8% |
| 3M | -19.4% | +1.8% | -21.2% | -20.4% |
| 6M | +13.1% | +12.0% | +1.1% | +6.1% |
| YTD | -34.3% | +41.3% | -75.6% | -45.0% |
| 1Y | -41.8% | +43.8% | -85.6% | -51.7% |
| 3Y | -20.7% | +171.1% | -191.8% | -49.9% |
| 5Y | -27.2% | +217.7% | -244.9% | -57.0% |
| 10Y | +509.1% | +272.3% | +236.8% | +197.5% |
| All | +1,945.9% | +730.7% | +1,215.3% | +460.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling