-5.0%
NXT vs WAB
+46.1%
-51.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.6% |
| 7D | -5.7% | +3.1% | -8.8% | -8.4% |
| 30D | +18.5% | +6.4% | +12.1% | +12.2% |
| 3M | -4.1% | +2.2% | -6.3% | -6.0% |
| 6M | -20.3% | +13.7% | -34.0% | -30.2% |
| YTD | +15.5% | +43.0% | -27.5% | -24.1% |
| 1Y | -5.0% | +47.0% | -51.9% | -39.2% |
| All | -5.0% | +46.1% | -51.0% | -39.2% |
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