+170.4%
NXT vs NWSA
+45.2%
+125.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -0.2% | -3.1% | +2.9% | +0.7% |
| 30D | -20.0% | +4.3% | -24.2% | -21.0% |
| 3M | -30.9% | +9.2% | -40.2% | -33.3% |
| 6M | -23.8% | +21.6% | -45.4% | -30.4% |
| YTD | -5.4% | +14.2% | -19.7% | -11.4% |
| 1Y | +28.0% | +1.8% | +26.3% | +27.5% |
| 3Y | +93.3% | +44.4% | +48.9% | +48.5% |
| All | +170.4% | +45.2% | +125.2% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling