+22.8%
NXT vs WY
-9.1%
+31.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | -1.9% | -4.2% | +2.3% | -1.7% |
| 30D | -20.0% | -10.1% | -10.0% | -19.7% |
| 3M | -30.7% | -8.5% | -22.2% | -30.2% |
| 6M | -29.0% | -3.3% | -25.6% | -28.5% |
| YTD | -4.8% | -4.4% | -0.4% | -4.3% |
| 1Y | +22.8% | -11.5% | +34.3% | +24.5% |
| All | +22.8% | -9.1% | +31.9% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling