+21.3%
NTR vs WST
-0.5%
+21.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -1.4% | +4.9% | -6.2% | -1.8% |
| 30D | +2.2% | +10.7% | -8.5% | +1.1% |
| 3M | +6.8% | +16.8% | -10.0% | +5.1% |
| 6M | +0.6% | +32.0% | -31.4% | -2.3% |
| YTD | +18.2% | +49.9% | -31.7% | +12.8% |
| 1Y | +21.3% | +50.6% | -29.3% | +15.7% |
| 3Y | +46.6% | +21.4% | +25.2% | +38.0% |
| 5Y | +21.3% | -0.6% | +21.9% | +17.1% |
| All | +21.3% | -0.5% | +21.8% | +17.1% |
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