+177.4%
NXT vs WU
-30.1%
+207.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | -15.3% | -1.1% | -14.2% | -15.2% |
| 3M | -43.8% | -3.9% | -39.9% | -43.8% |
| 6M | -18.7% | -20.7% | +2.0% | -15.0% |
| YTD | -3.0% | -18.4% | +15.4% | +0.2% |
| 1Y | +22.7% | -8.1% | +30.8% | +21.2% |
| 3Y | +95.9% | -24.2% | +120.1% | +100.5% |
| All | +177.4% | -30.1% | +207.5% | +236.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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