+227.7%
NXT vs WAB
+195.3%
+32.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.8% | -6.6% | -6.1% |
| 7D | +4.0% | +4.0% | -0.1% | +1.0% |
| 30D | +15.9% | +6.3% | +9.6% | +11.0% |
| 3M | -3.0% | +3.3% | -6.3% | -5.2% |
| 6M | -20.7% | +14.5% | -35.2% | -28.5% |
| YTD | +14.6% | +42.7% | -28.1% | -10.8% |
| 1Y | -7.1% | +45.2% | -52.3% | -28.4% |
| 3Y | +189.4% | +173.8% | +15.7% | +22.4% |
| All | +227.7% | +195.3% | +32.4% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling