+1,427.0%
WDC vs NXT
+171.8%
+1,255.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +2.1% |
| 7D | +7.5% | -0.2% | +7.7% | +7.5% |
| 30D | +10.1% | -20.0% | +30.0% | +17.4% |
| 3M | -6.8% | -30.9% | +24.1% | +4.0% |
| 6M | +84.1% | -23.8% | +108.0% | +98.6% |
| YTD | +180.3% | -5.4% | +185.7% | +189.5% |
| 1Y | +411.1% | +28.0% | +383.0% | +401.4% |
| 3Y | +1,375.0% | +93.3% | +1,281.7% | +1,209.4% |
| All | +1,427.0% | +171.8% | +1,255.2% | +1,159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling