-24.4%
NOW vs WAT
+33.2%
-57.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.1% | +3.5% |
| 7D | -5.6% | +0.7% | -6.3% | -5.8% |
| 30D | -26.8% | +9.0% | -35.7% | -29.3% |
| 3M | -19.4% | +13.5% | -32.9% | -23.5% |
| 6M | +12.3% | +35.3% | -23.0% | -0.9% |
| YTD | -32.9% | +24.0% | -56.9% | -39.4% |
| 1Y | -40.3% | +22.0% | -62.3% | -45.8% |
| 3Y | -19.1% | +84.0% | -103.1% | -45.8% |
| 5Y | -24.4% | +34.4% | -58.7% | -35.1% |
| All | -24.4% | +33.2% | -57.6% | -35.1% |
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