-26.4%
NOW vs WAT
+32.4%
-58.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -3.0% | -1.1% | -1.9% | -2.6% |
| 30D | -26.0% | +5.0% | -31.0% | -27.5% |
| 3M | -13.1% | +14.5% | -27.6% | -17.8% |
| 6M | +14.5% | +30.9% | -16.4% | +2.3% |
| YTD | -33.4% | +20.5% | -53.9% | -39.2% |
| 1Y | -40.6% | +23.3% | -63.9% | -46.4% |
| 3Y | -16.3% | +81.5% | -97.8% | -43.9% |
| All | -26.4% | +32.4% | -58.7% | -36.3% |
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