+167.1%
NXT vs GWW
+97.7%
+69.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.0% |
| 7D | -2.6% | -3.1% | +0.6% | -1.3% |
| 30D | -22.4% | -2.3% | -20.1% | -21.7% |
| 3M | -27.3% | -3.3% | -24.0% | -26.8% |
| 6M | -28.5% | +15.4% | -43.8% | -33.9% |
| YTD | -6.6% | +26.7% | -33.4% | -17.1% |
| 1Y | +20.4% | +29.0% | -8.6% | +6.1% |
| 3Y | +90.9% | +89.0% | +1.9% | +46.5% |
| All | +167.1% | +97.7% | +69.4% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 5y: compounded portfolio wealth divided by compounded GWW 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…
5y analysis · Full analysis span regression · 6 months rolling