-41.8%
NOW vs WAT
+19.9%
-61.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.6% |
| 7D | -1.7% | +2.0% | -3.7% | -2.1% |
| 30D | -27.4% | +7.7% | -35.1% | -28.6% |
| 3M | -19.4% | +11.1% | -30.5% | -21.5% |
| 6M | +13.1% | +31.2% | -18.1% | +5.9% |
| YTD | -34.3% | +21.7% | -56.0% | -39.0% |
| 1Y | -41.8% | +19.3% | -61.1% | -45.8% |
| All | -41.8% | +19.9% | -61.6% | -45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling