+177.4%
NXT vs NWSA
+48.5%
+128.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.7% |
| 7D | -1.1% | -1.9% | +0.8% | -0.5% |
| 30D | -15.3% | +4.6% | -19.9% | -16.6% |
| 3M | -43.8% | +13.2% | -57.0% | -46.4% |
| 6M | -18.7% | +27.0% | -45.7% | -26.9% |
| YTD | -3.0% | +16.8% | -19.8% | -9.7% |
| 1Y | +22.7% | +4.5% | +18.2% | +21.1% |
| 3Y | +95.9% | +46.2% | +49.7% | +50.5% |
| All | +177.4% | +48.5% | +128.9% | +94.6% |
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