+411.1%
WDC vs NXT
+18.1%
+393.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +3.1% |
| 7D | +7.5% | -0.2% | +7.7% | +7.5% |
| 30D | +10.1% | -20.0% | +30.0% | +24.1% |
| 3M | -6.8% | -30.9% | +24.1% | +14.2% |
| 6M | +84.1% | -23.8% | +108.0% | +103.8% |
| YTD | +180.3% | -5.4% | +185.7% | +175.3% |
| 1Y | +411.1% | +28.0% | +383.0% | +343.7% |
| All | +411.1% | +18.1% | +393.0% | +343.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling