+244.4%
NXT vs WEC
+45.2%
+199.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.1% |
| 7D | +15.1% | +0.2% | +14.9% | +15.1% |
| 30D | +21.8% | +12.9% | +8.9% | +22.8% |
| 3M | +1.6% | +9.8% | -8.2% | +2.1% |
| 6M | -16.7% | +6.7% | -23.4% | -16.7% |
| YTD | +20.4% | +14.0% | +6.4% | +20.6% |
| 1Y | +0.2% | +7.3% | -7.1% | +0.3% |
| 3Y | +208.7% | +63.8% | +144.9% | +196.1% |
| All | +244.4% | +45.2% | +199.2% | +225.0% |
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