+8.4%
WM vs NXT
-16.6%
+25.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.7% | +7.8% | +0.4% |
| 7D | +4.5% | +24.7% | -20.2% | +7.4% |
| 30D | +16.1% | +13.0% | +3.0% | +18.1% |
| 3M | +8.0% | -0.2% | +8.3% | +8.1% |
| 6M | +8.4% | -19.3% | +27.7% | +6.7% |
| All | +8.4% | -16.6% | +25.1% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling