+1,980.5%
NOW vs WST
+1,589.8%
+390.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.0% | -1.9% | -4.4% |
| 7D | -6.7% | -5.8% | -0.9% | -4.4% |
| 30D | -25.8% | +5.3% | -31.1% | -27.7% |
| 3M | -12.7% | +11.8% | -24.5% | -17.0% |
| 6M | +11.2% | +26.7% | -15.5% | -0.1% |
| YTD | -33.2% | +43.0% | -76.2% | -44.2% |
| 1Y | -41.8% | +38.9% | -80.7% | -51.0% |
| 3Y | -15.7% | +18.2% | -33.8% | -33.9% |
| 5Y | -26.0% | -1.5% | -24.5% | -36.5% |
| 10Y | +515.1% | +439.0% | +76.1% | +72.5% |
| All | +1,980.5% | +1,589.8% | +390.7% | +268.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling