-21.5%
NOW vs WAT
+87.1%
-108.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.8% | -3.0% |
| 7D | -8.7% | +3.4% | -12.1% | -9.5% |
| 30D | -29.3% | +9.6% | -38.9% | -30.8% |
| 3M | -21.8% | +15.5% | -37.3% | -24.6% |
| 6M | +9.2% | +33.9% | -24.7% | +1.6% |
| YTD | -35.0% | +25.2% | -60.2% | -38.9% |
| 1Y | -42.5% | +26.3% | -68.8% | -46.2% |
| 3Y | -21.5% | +85.8% | -107.3% | -31.0% |
| All | -21.5% | +87.1% | -108.7% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling