+815.7%
WDC vs NXT
+229.3%
+586.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +1.1% |
| 7D | -16.7% | +4.0% | -20.7% | -17.8% |
| 30D | -27.2% | +15.9% | -43.1% | -30.7% |
| 3M | -34.0% | -3.0% | -31.0% | -34.3% |
| 6M | -39.7% | -20.7% | -19.0% | -36.8% |
| YTD | +68.1% | +14.6% | +53.5% | +62.1% |
| 1Y | +66.3% | -7.1% | +73.4% | +66.9% |
| 3Y | +754.4% | +189.4% | +565.0% | +576.8% |
| All | +815.7% | +229.3% | +586.3% | +605.2% |
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 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