+80.7%
NXT vs WETO
-99.4%
+180.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.1% | -8.3% | -1.1% |
| 7D | -2.6% | -19.9% | +17.3% | -2.9% |
| 30D | -22.4% | -42.7% | +20.2% | -20.3% |
| 3M | -27.3% | -97.7% | +70.4% | -21.0% |
| 6M | -28.5% | -94.4% | +66.0% | -23.6% |
| YTD | -6.6% | -97.0% | +90.4% | -1.4% |
| 1Y | +20.4% | -98.9% | +119.2% | +24.7% |
| All | +80.7% | -99.4% | +180.1% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling