+54.9%
NTR vs WETO
-99.4%
+154.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.1% | -0.4% |
| 7D | -1.3% | -4.3% | +3.0% | -1.3% |
| 30D | +16.8% | -39.9% | +56.7% | +18.4% |
| 3M | +20.7% | -97.9% | +118.6% | +19.3% |
| 6M | +0.5% | -95.0% | +95.6% | +2.0% |
| YTD | +29.2% | -97.2% | +126.3% | +30.2% |
| 1Y | +39.6% | -98.9% | +138.5% | +38.6% |
| All | +54.9% | -99.4% | +154.3% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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