+90.9%
NTR vs WST
+257.8%
-167.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.6% | -2.8% |
| 7D | -2.5% | +0.4% | -2.9% | -2.5% |
| 30D | +17.0% | -2.0% | +19.1% | +17.4% |
| 3M | +22.2% | +4.1% | +18.1% | +21.3% |
| 6M | +5.2% | +47.4% | -42.3% | -1.2% |
| YTD | +29.7% | +25.4% | +4.3% | +24.6% |
| 1Y | +39.4% | +35.3% | +4.1% | +32.1% |
| 3Y | +38.2% | -11.7% | +49.9% | +35.4% |
| 5Y | +47.6% | -24.0% | +71.6% | +45.7% |
| All | +90.9% | +257.8% | -167.0% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling