+92.7%
NXT vs WY
-23.0%
+115.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | -0.2% | -1.7% | +1.5% | +0.5% |
| 30D | -20.0% | -9.9% | -10.1% | -16.4% |
| 3M | -30.9% | -7.5% | -23.4% | -29.1% |
| 6M | -23.8% | -5.1% | -18.7% | -22.9% |
| YTD | -5.4% | -2.1% | -3.3% | -6.5% |
| 1Y | +28.0% | -7.3% | +35.4% | +30.2% |
| All | +92.7% | -23.0% | +115.7% | +109.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling