+134.7%
WMT vs NXT
+181.9%
-47.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.0% |
| 7D | +0.1% | +2.9% | -2.7% | +0.1% |
| 30D | -5.0% | -17.2% | +12.3% | -4.7% |
| 3M | -11.3% | -32.0% | +20.7% | -10.8% |
| 6M | -13.8% | -15.8% | +2.0% | -13.9% |
| YTD | -4.2% | -1.9% | -2.3% | -4.7% |
| 1Y | +4.6% | +22.5% | -17.9% | +3.4% |
| 3Y | +100.5% | +100.5% | -0.1% | +93.3% |
| All | +134.7% | +181.9% | -47.3% | +125.3% |
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