+95.7%
NTR vs NWSA
+100.3%
-4.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +0.5% | -3.1% | +3.6% | +1.7% |
| 30D | +21.7% | +4.3% | +17.5% | +19.8% |
| 3M | +22.8% | +9.2% | +13.5% | +18.4% |
| 6M | +8.2% | +21.6% | -13.4% | -0.4% |
| YTD | +32.9% | +14.2% | +18.7% | +24.8% |
| 1Y | +45.3% | +1.8% | +43.6% | +42.3% |
| 3Y | +41.7% | +44.4% | -2.8% | +18.3% |
| 5Y | +49.8% | +41.0% | +8.9% | +21.7% |
| All | +95.7% | +100.3% | -4.6% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling