+227.7%
NXT vs WAT
+37.7%
+190.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.8% |
| 7D | +4.0% | +3.4% | +0.6% | +2.9% |
| 30D | +15.9% | +9.6% | +6.3% | +12.5% |
| 3M | -3.0% | +15.5% | -18.5% | -7.5% |
| 6M | -20.7% | +33.9% | -54.6% | -27.8% |
| YTD | +14.6% | +25.2% | -10.6% | +5.2% |
| 1Y | -7.1% | +26.3% | -33.4% | -14.8% |
| 3Y | +189.4% | +85.8% | +103.6% | +117.1% |
| All | +227.7% | +37.7% | +190.0% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling