+1,379.6%
WDC vs NXT
+178.8%
+1,200.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.2% | +4.7% | +5.5% |
| 7D | +1.7% | -1.1% | +2.8% | +2.1% |
| 30D | -10.0% | -15.3% | +5.4% | -5.6% |
| 3M | -18.8% | -43.8% | +25.0% | -4.3% |
| 6M | +79.0% | -18.7% | +97.7% | +89.9% |
| YTD | +171.6% | -3.0% | +174.5% | +178.4% |
| 1Y | +417.4% | +22.7% | +394.7% | +409.3% |
| 3Y | +1,251.8% | +95.9% | +1,155.9% | +1,095.7% |
| All | +1,379.6% | +178.8% | +1,200.8% | +1,111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling