+6.9%
NXT vs WAB
+46.5%
-39.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.1% | +10.0% | +10.1% |
| 7D | +30.0% | +4.5% | +25.5% | +25.1% |
| 30D | +28.6% | +1.1% | +27.5% | +27.6% |
| 3M | +8.4% | -1.3% | +9.7% | +9.7% |
| 6M | -8.7% | +12.7% | -21.5% | -19.9% |
| YTD | +22.5% | +38.7% | -16.2% | -18.5% |
| 1Y | +6.9% | +44.9% | -38.0% | -33.2% |
| All | +6.9% | +46.5% | -39.6% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling