+177.4%
NXT vs WSM
+272.1%
-94.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.5% |
| 7D | -1.1% | -3.3% | +2.2% | 0.0% |
| 30D | -15.3% | -8.4% | -7.0% | -12.7% |
| 3M | -43.8% | +9.7% | -53.4% | -45.5% |
| 6M | -18.7% | +16.7% | -35.3% | -23.2% |
| YTD | -3.0% | +28.7% | -31.7% | -11.4% |
| 1Y | +22.7% | +13.7% | +9.1% | +16.4% |
| 3Y | +95.9% | +230.1% | -134.2% | +16.6% |
| All | +177.4% | +272.1% | -94.7% | +53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling