+212.0%
NXT vs NWSA
+32.2%
+179.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.1% | +0.7% |
| 7D | -9.4% | +2.2% | -11.6% | -10.0% |
| 30D | +15.1% | -8.8% | +23.9% | +18.4% |
| 3M | -9.1% | -6.5% | -2.6% | -7.3% |
| 6M | -30.3% | +1.5% | -31.8% | -31.6% |
| YTD | +9.1% | +4.0% | +5.1% | +5.1% |
| 1Y | +7.9% | +3.4% | +4.4% | +4.2% |
| 3Y | +176.5% | +34.8% | +141.6% | +115.6% |
| All | +212.0% | +32.2% | +179.8% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling