+170.4%
NXT vs GWRE
+86.3%
+84.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.0% | +1.4% | -3.1% |
| 7D | -0.2% | -26.2% | +26.0% | +2.3% |
| 30D | -20.0% | -17.8% | -2.2% | -18.9% |
| 3M | -30.9% | +14.2% | -45.2% | -33.0% |
| 6M | -23.8% | -12.9% | -10.9% | -22.9% |
| YTD | -5.4% | -29.2% | +23.8% | +0.7% |
| 1Y | +28.0% | -44.4% | +72.5% | +45.7% |
| 3Y | +93.3% | +51.1% | +42.2% | +46.2% |
| All | +170.4% | +86.3% | +84.1% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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