-5.0%
NXT vs WAT
+23.9%
-28.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.1% |
| 7D | -5.7% | +0.7% | -6.4% | -5.9% |
| 30D | +18.5% | +9.0% | +9.6% | +15.1% |
| 3M | -4.1% | +13.5% | -17.6% | -8.3% |
| 6M | -20.3% | +35.3% | -55.6% | -27.3% |
| YTD | +15.5% | +24.0% | -8.5% | +3.5% |
| 1Y | -5.0% | +22.0% | -26.9% | -13.7% |
| All | -5.0% | +23.9% | -28.9% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling