+64.9%
WM vs NXT
+246.1%
-181.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -0.5% | +15.1% | -15.6% | 0.0% |
| 30D | +13.3% | +21.8% | -8.5% | +14.1% |
| 3M | +4.4% | +1.6% | +2.8% | +4.6% |
| 6M | +10.8% | -16.7% | +27.5% | +10.8% |
| YTD | +9.1% | +20.4% | -11.3% | +9.5% |
| 1Y | +19.1% | +0.2% | +18.9% | +19.4% |
| 3Y | +45.7% | +208.7% | -163.0% | +45.5% |
| All | +64.9% | +246.1% | -181.2% | +64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling