+504.4%
NOW vs WAT
+223.8%
+280.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.2% |
| 7D | -1.7% | +2.0% | -3.7% | -2.6% |
| 30D | -27.4% | +7.7% | -35.1% | -29.9% |
| 3M | -19.4% | +11.1% | -30.5% | -23.5% |
| 6M | +13.1% | +31.2% | -18.1% | -1.2% |
| YTD | -34.3% | +21.7% | -56.0% | -41.4% |
| 1Y | -41.8% | +19.3% | -61.1% | -47.7% |
| 3Y | -20.7% | +80.6% | -101.3% | -47.5% |
| 5Y | -27.2% | +29.5% | -56.7% | -41.9% |
| All | +504.4% | +223.8% | +280.6% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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