+790.9%
NOW vs WY
+5.8%
+785.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -4.1% | -1.7% | -2.4% | -3.5% |
| 30D | +2.9% | -9.9% | +12.7% | +7.1% |
| 3M | +22.6% | -7.5% | +30.1% | +25.8% |
| 6M | +7.5% | -5.1% | +12.7% | +8.3% |
| YTD | -14.4% | -2.1% | -12.3% | -15.6% |
| 1Y | -29.8% | -7.3% | -22.4% | -29.3% |
| 3Y | +9.2% | -22.6% | +31.9% | +15.7% |
| 5Y | +0.8% | -19.8% | +20.6% | +6.4% |
| 10Y | +790.9% | +9.6% | +781.4% | +664.0% |
| All | +790.9% | +5.8% | +785.2% | +664.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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