+46.5%
NTR vs WSM
+175.3%
-128.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +16.8% | -7.7% | +24.5% | +17.8% |
| 3M | +20.7% | +3.8% | +17.0% | +19.9% |
| 6M | +0.5% | +22.7% | -22.1% | -2.7% |
| YTD | +29.2% | +28.0% | +1.2% | +23.9% |
| 1Y | +39.6% | +12.7% | +26.9% | +36.2% |
| 3Y | +37.9% | +231.3% | -193.4% | +7.4% |
| All | +46.5% | +175.3% | -128.8% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling