-39.8%
NOW vs WAT
+20.2%
-60.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | -27.0% | +5.4% | -32.4% | -27.9% |
| 3M | -19.6% | +11.3% | -30.9% | -21.7% |
| 6M | +17.5% | +37.4% | -20.0% | +9.3% |
| YTD | -33.3% | +21.2% | -54.4% | -37.9% |
| 1Y | -39.8% | +21.3% | -61.2% | -44.2% |
| All | -39.8% | +20.2% | -60.0% | -44.2% |
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