+95.1%
WBD vs NXT
+173.5%
-78.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -0.7% | -1.9% | +1.2% | -0.5% |
| 30D | +1.4% | -20.0% | +21.5% | +4.7% |
| 3M | +4.4% | -30.7% | +35.1% | +9.5% |
| 6M | +0.8% | -29.0% | +29.8% | +3.6% |
| YTD | -2.7% | -4.8% | +2.1% | -6.3% |
| 1Y | +73.4% | +22.8% | +50.6% | +57.2% |
| 3Y | +142.1% | +93.9% | +48.2% | +80.1% |
| All | +95.1% | +173.5% | -78.3% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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