+189.4%
NXT vs WAB
+175.0%
+14.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.8% | -6.6% | -6.0% |
| 7D | +4.0% | +4.0% | -0.1% | +1.2% |
| 30D | +15.9% | +6.3% | +9.6% | +11.4% |
| 3M | -3.0% | +3.3% | -6.3% | -5.0% |
| 6M | -20.7% | +14.5% | -35.2% | -27.8% |
| YTD | +14.6% | +42.7% | -28.1% | -8.3% |
| 1Y | -7.1% | +45.2% | -52.3% | -26.2% |
| 3Y | +189.4% | +173.8% | +15.7% | +18.7% |
| All | +189.4% | +175.0% | +14.4% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling