+7.9%
NXT vs WAT
+20.2%
-12.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | -9.4% | +0.6% | -10.0% | -9.6% |
| 30D | +15.1% | +5.4% | +9.7% | +13.2% |
| 3M | -9.1% | +11.3% | -20.4% | -12.3% |
| 6M | -30.3% | +37.4% | -67.7% | -36.0% |
| YTD | +9.1% | +21.2% | -12.1% | -1.0% |
| 1Y | +7.9% | +21.3% | -13.5% | -2.4% |
| All | +7.9% | +20.2% | -12.3% | -2.4% |
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