+2,111.6%
NOW vs WM
+895.0%
+1,216.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.1% |
| 7D | -27.5% | +5.9% | -33.4% | -29.9% |
| 30D | -20.0% | +15.4% | -35.4% | -25.8% |
| 3M | -7.9% | +6.3% | -14.2% | -11.1% |
| 6M | +18.3% | +5.6% | +12.7% | +14.2% |
| YTD | -29.0% | +9.9% | -38.9% | -33.2% |
| 1Y | -38.7% | +20.8% | -59.5% | -45.2% |
| 3Y | -10.3% | +48.5% | -58.8% | -31.8% |
| 5Y | -22.5% | +60.6% | -83.0% | -44.6% |
| 10Y | +553.8% | +349.8% | +204.0% | +137.2% |
| All | +2,111.6% | +895.0% | +1,216.5% | +457.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling