+141.0%
WBD vs NXT
+89.5%
+51.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.2% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +3.9% | -20.0% | +23.8% | +7.0% |
| 3M | +5.1% | -30.9% | +36.0% | +10.0% |
| 6M | +0.6% | -23.8% | +24.4% | +1.9% |
| YTD | -3.2% | -5.4% | +2.3% | -6.6% |
| 1Y | +127.7% | +28.0% | +99.6% | +104.7% |
| All | +141.0% | +89.5% | +51.5% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling