+207.3%
NXT vs WST
+55.8%
+151.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.6% | -6.9% |
| 7D | -6.0% | +4.9% | -10.9% | -6.5% |
| 30D | +5.4% | +10.7% | -5.2% | +4.2% |
| 3M | -9.7% | +16.8% | -26.5% | -11.4% |
| 6M | -25.3% | +32.0% | -57.3% | -27.8% |
| YTD | +7.5% | +49.9% | -42.5% | +2.1% |
| 1Y | -3.0% | +50.6% | -53.6% | -7.9% |
| 3Y | +171.4% | +21.4% | +150.0% | +155.2% |
| All | +207.3% | +55.8% | +151.5% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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