+84.1%
NXT vs WETO
-99.4%
+183.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.3% | +1.8% |
| 7D | -1.9% | -4.3% | +2.4% | -2.0% |
| 30D | -20.0% | -39.9% | +19.9% | -17.8% |
| 3M | -30.7% | -97.9% | +67.2% | -24.7% |
| 6M | -29.0% | -95.0% | +66.1% | -24.3% |
| YTD | -4.8% | -97.2% | +92.3% | +0.3% |
| 1Y | +22.8% | -98.9% | +121.7% | +27.1% |
| All | +84.1% | -99.4% | +183.5% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling