+170.4%
NXT vs WEC
+31.6%
+138.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.7% |
| 7D | -0.2% | +0.4% | -0.6% | -0.2% |
| 30D | -20.0% | +0.9% | -20.9% | -19.9% |
| 3M | -30.9% | -5.3% | -25.6% | -31.3% |
| 6M | -23.8% | -6.6% | -17.3% | -24.2% |
| YTD | -5.4% | +3.3% | -8.7% | -5.8% |
| 1Y | +28.0% | +2.1% | +26.0% | +27.6% |
| 3Y | +93.3% | +39.6% | +53.7% | +84.7% |
| All | +170.4% | +31.6% | +138.9% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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