+176.5%
NXT vs WSM
+260.3%
-83.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +1.0% |
| 7D | -9.4% | 0.0% | -9.4% | -9.4% |
| 30D | +15.1% | +5.1% | +10.0% | +13.3% |
| 3M | -9.1% | +5.1% | -14.2% | -10.6% |
| 6M | -30.3% | +48.6% | -78.9% | -39.0% |
| YTD | +9.1% | +44.2% | -35.1% | -3.9% |
| 1Y | +7.9% | +38.1% | -30.2% | -3.7% |
| 3Y | +176.5% | +257.2% | -80.7% | +40.0% |
| All | +176.5% | +260.3% | -83.8% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling