+95.6%
NTR vs WST
+251.1%
-155.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | +25.2% | -4.6% | +29.8% | +26.1% |
| 3M | +21.0% | +5.7% | +15.3% | +19.9% |
| 6M | +7.6% | +37.6% | -30.0% | +2.1% |
| YTD | +32.9% | +23.0% | +9.8% | +28.1% |
| 1Y | +43.1% | +33.8% | +9.2% | +35.8% |
| 3Y | +41.6% | -13.4% | +54.9% | +39.1% |
| 5Y | +54.8% | -27.0% | +81.7% | +54.0% |
| All | +95.6% | +251.1% | -155.5% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling