+90.2%
NTR vs WU
-37.7%
+127.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | -1.3% | -3.5% | +2.2% | -0.3% |
| 30D | +16.8% | -2.9% | +19.7% | +17.7% |
| 3M | +20.7% | -2.3% | +23.0% | +20.0% |
| 6M | +0.5% | -25.4% | +25.9% | +8.3% |
| YTD | +29.2% | -21.2% | +50.4% | +36.3% |
| 1Y | +39.6% | -8.9% | +48.5% | +39.5% |
| 3Y | +37.9% | -29.0% | +66.8% | +46.7% |
| 5Y | +47.1% | -50.7% | +97.8% | +75.6% |
| All | +90.2% | -37.7% | +127.8% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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