+170.4%
NXT vs WSM
+272.3%
-101.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -0.2% | +2.6% | -2.8% | -1.1% |
| 30D | -20.0% | -9.3% | -10.7% | -17.3% |
| 3M | -30.9% | +7.1% | -38.0% | -32.5% |
| 6M | -23.8% | +21.7% | -45.5% | -29.1% |
| YTD | -5.4% | +28.7% | -34.2% | -13.7% |
| 1Y | +28.0% | +13.9% | +14.2% | +21.3% |
| 3Y | +93.3% | +232.2% | -138.9% | +14.8% |
| All | +170.4% | +272.3% | -101.9% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling