+100.5%
NXT vs WAB
+168.6%
-68.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +0.7% |
| 7D | +2.9% | +1.7% | +1.2% | +1.7% |
| 30D | -17.2% | -2.4% | -14.8% | -15.8% |
| 3M | -32.0% | +9.7% | -41.7% | -36.6% |
| 6M | -15.8% | +16.5% | -32.3% | -24.0% |
| YTD | -1.9% | +33.7% | -35.6% | -18.6% |
| 1Y | +22.5% | +49.7% | -27.2% | -4.5% |
| 3Y | +100.5% | +170.9% | -70.4% | -9.6% |
| All | +100.5% | +168.6% | -68.0% | -9.6% |
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