+180.5%
NXT vs WEC
+32.7%
+147.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +1.2% |
| 7D | +2.9% | +0.8% | +2.1% | +2.9% |
| 30D | -17.2% | +0.3% | -17.6% | -17.2% |
| 3M | -32.0% | -2.9% | -29.1% | -32.3% |
| 6M | -15.8% | -5.9% | -9.8% | -16.1% |
| YTD | -1.9% | +4.1% | -6.1% | -2.2% |
| 1Y | +22.5% | +3.1% | +19.4% | +22.1% |
| 3Y | +100.5% | +40.8% | +59.8% | +91.8% |
| All | +180.5% | +32.7% | +147.8% | +163.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling