+499.2%
NOW vs WST
+441.1%
+58.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -1.0% |
| 7D | -3.0% | -3.1% | +0.1% | -1.9% |
| 30D | -26.0% | +9.1% | -35.1% | -28.6% |
| 3M | -13.1% | +14.7% | -27.8% | -17.8% |
| 6M | +14.5% | +28.0% | -13.5% | +3.6% |
| YTD | -33.4% | +45.6% | -79.1% | -43.8% |
| 1Y | -40.6% | +45.7% | -86.3% | -50.0% |
| 3Y | -16.3% | +21.1% | -37.4% | -33.6% |
| 5Y | -26.3% | +0.3% | -26.6% | -35.2% |
| All | +499.2% | +441.1% | +58.1% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling