+170.4%
NXT vs WTW
+27.7%
+142.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | 0.0% | -4.2% |
| 7D | -0.2% | -7.1% | +6.9% | -1.4% |
| 30D | -20.0% | -8.5% | -11.4% | -21.0% |
| 3M | -30.9% | +20.6% | -51.5% | -28.8% |
| 6M | -23.8% | +7.2% | -31.0% | -21.3% |
| YTD | -5.4% | -3.9% | -1.6% | -1.7% |
| 1Y | +28.0% | -3.6% | +31.6% | +32.9% |
| 3Y | +93.3% | +60.7% | +32.6% | +98.0% |
| All | +170.4% | +27.7% | +142.7% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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