+172.1%
NXT vs WSM
+270.2%
-98.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | -1.9% | -0.5% | -1.4% | -1.7% |
| 30D | -20.0% | -7.7% | -12.3% | -17.8% |
| 3M | -30.7% | +3.8% | -34.5% | -31.6% |
| 6M | -29.0% | +22.7% | -51.6% | -34.0% |
| YTD | -4.8% | +28.0% | -32.9% | -13.0% |
| 1Y | +22.8% | +12.7% | +10.1% | +16.8% |
| 3Y | +93.9% | +231.3% | -137.3% | +15.3% |
| All | +172.1% | +270.2% | -98.1% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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