+64.6%
WM vs NXT
+246.1%
-181.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.3% | -7.4% | -1.9% |
| 7D | +1.2% | +32.2% | -31.0% | +2.1% |
| 30D | +13.1% | +21.9% | -8.9% | +13.9% |
| 3M | +3.6% | +6.6% | -3.0% | +4.0% |
| 6M | +8.1% | -16.8% | +24.9% | +8.1% |
| YTD | +8.9% | +20.4% | -11.5% | +9.3% |
| 1Y | +20.3% | -1.5% | +21.9% | +20.6% |
| 3Y | +46.2% | +182.4% | -136.2% | +46.0% |
| All | +64.6% | +246.1% | -181.5% | +64.5% |
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