-26.0%
NOW vs WM
+62.1%
-88.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.1% | -6.2% |
| 7D | -6.7% | +4.5% | -11.2% | -7.5% |
| 30D | -25.8% | +16.1% | -41.9% | -28.4% |
| 3M | -12.7% | +8.0% | -20.7% | -14.3% |
| 6M | +11.2% | +8.4% | +2.8% | +9.2% |
| YTD | -33.2% | +11.2% | -44.4% | -34.9% |
| 1Y | -41.8% | +22.3% | -64.1% | -44.7% |
| 3Y | -15.7% | +50.2% | -65.9% | -29.5% |
| 5Y | -26.0% | +63.3% | -89.3% | -42.5% |
| All | -26.0% | +62.1% | -88.1% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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