+37.9%
NTR vs NWSA
+43.3%
-5.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.3% | -2.8% | +1.5% | -0.7% |
| 30D | +16.8% | +3.0% | +13.7% | +16.0% |
| 3M | +20.7% | +12.3% | +8.4% | +17.8% |
| 6M | +0.5% | +21.9% | -21.3% | -4.3% |
| YTD | +29.2% | +13.6% | +15.6% | +25.2% |
| 1Y | +39.6% | +0.5% | +39.1% | +40.4% |
| 3Y | +37.9% | +43.8% | -5.9% | +12.9% |
| All | +37.9% | +43.3% | -5.4% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling