+6.9%
NXT vs BWA
+17.4%
-10.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -2.5% | +13.7% | +12.7% |
| 7D | +30.0% | -9.9% | +39.9% | +38.5% |
| 30D | +28.6% | -16.4% | +45.0% | +44.0% |
| 3M | +8.4% | -19.8% | +28.2% | +24.0% |
| 6M | -8.7% | -10.0% | +1.2% | +0.6% |
| YTD | +22.5% | +12.7% | +9.7% | +11.9% |
| 1Y | +6.9% | +15.7% | -8.8% | -4.2% |
| All | +6.9% | +17.4% | -10.5% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling