+7.9%
NXT vs WAB
+42.5%
-34.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +2.3% |
| 7D | -9.4% | +5.1% | -14.5% | -13.6% |
| 30D | +15.1% | +4.0% | +11.1% | +11.4% |
| 3M | -9.1% | +0.1% | -9.2% | -9.1% |
| 6M | -30.3% | +12.8% | -43.1% | -38.3% |
| YTD | +9.1% | +40.1% | -31.0% | -25.0% |
| 1Y | +7.9% | +46.4% | -38.5% | -29.8% |
| All | +7.9% | +42.5% | -34.6% | -29.8% |
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