+46.5%
NTR vs WST
-23.9%
+70.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.4% |
| 7D | -1.3% | +1.8% | -3.1% | -1.5% |
| 30D | +16.8% | -1.7% | +18.5% | +17.0% |
| 3M | +20.7% | +4.9% | +15.9% | +20.1% |
| 6M | +0.5% | +45.5% | -45.0% | -3.6% |
| YTD | +29.2% | +26.1% | +3.1% | +25.7% |
| 1Y | +39.6% | +31.7% | +7.9% | +35.0% |
| 3Y | +37.9% | -12.1% | +49.9% | +36.6% |
| All | +46.5% | -23.9% | +70.4% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling