+167.1%
NXT vs NWSA
+44.0%
+123.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.0% |
| 7D | -2.6% | -4.8% | +2.2% | -1.2% |
| 30D | -22.4% | +3.0% | -25.4% | -23.2% |
| 3M | -27.3% | +9.3% | -36.6% | -29.9% |
| 6M | -28.5% | +23.2% | -51.7% | -35.1% |
| YTD | -6.6% | +13.3% | -19.9% | -12.3% |
| 1Y | +20.4% | +2.9% | +17.5% | +18.8% |
| 3Y | +90.9% | +43.3% | +47.6% | +47.0% |
| All | +167.1% | +44.0% | +123.0% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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