+41.8%
NTR vs NWSA
+5.5%
+36.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.5% |
| 7D | +8.1% | -1.9% | +10.0% | +8.1% |
| 30D | +18.8% | +4.6% | +14.2% | +18.7% |
| 3M | +16.2% | +13.2% | +3.0% | +16.5% |
| 6M | +9.8% | +27.0% | -17.2% | +9.5% |
| YTD | +30.9% | +16.8% | +14.0% | +31.6% |
| 1Y | +41.8% | +4.5% | +37.2% | +43.3% |
| All | +41.8% | +5.5% | +36.2% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling