+115.4%
WBD vs NXT
+173.7%
-58.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -33.8% | +47.6% | +17.8% |
| 7D | +13.8% | -33.8% | +47.6% | +17.8% |
| 30D | +13.8% | -33.8% | +47.6% | +17.8% |
| 3M | +13.8% | -33.8% | +47.6% | +17.8% |
| 6M | +13.3% | -26.6% | +39.9% | +14.7% |
| YTD | +7.4% | -4.8% | +12.1% | +2.2% |
| 1Y | +63.0% | +7.6% | +55.4% | +50.2% |
| 3Y | +206.7% | +151.0% | +55.7% | +113.5% |
| All | +115.4% | +173.7% | -58.4% | +40.3% |
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