+6.8%
NOW vs WAT
-3.2%
+10.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.6% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | +20.5% | +2.3% | +18.2% | +19.5% |
| 3M | +18.3% | +8.7% | +9.6% | +14.0% |
| 6M | +24.1% | +28.3% | -4.3% | +11.6% |
| YTD | -7.8% | +7.8% | -15.6% | -11.8% |
| 1Y | -21.4% | +36.6% | -58.0% | -32.7% |
| 3Y | +19.5% | +45.7% | -26.1% | -9.9% |
| All | +6.8% | -3.2% | +10.1% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling