+2.6%
NOW vs WSM
+189.5%
-186.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.0% |
| 7D | -6.1% | +2.6% | -8.7% | -6.8% |
| 30D | +7.5% | -9.5% | +17.0% | +10.6% |
| 3M | +17.5% | +12.9% | +4.6% | +12.8% |
| 6M | +7.9% | +23.0% | -15.1% | +0.5% |
| YTD | -12.4% | +28.9% | -41.3% | -20.2% |
| 1Y | -28.6% | +13.7% | -42.2% | -32.5% |
| 3Y | +11.8% | +232.6% | -220.8% | -36.0% |
| 5Y | +2.6% | +185.9% | -183.2% | -39.1% |
| All | +2.6% | +189.5% | -186.8% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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