+95.7%
NTR vs WU
-37.6%
+133.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +0.5% | -4.9% | +5.5% | +2.0% |
| 30D | +21.7% | -1.3% | +23.0% | +22.1% |
| 3M | +22.8% | -3.6% | +26.3% | +22.5% |
| 6M | +8.2% | -24.3% | +32.6% | +16.0% |
| YTD | +32.9% | -21.1% | +54.0% | +40.2% |
| 1Y | +45.3% | -10.3% | +55.6% | +46.0% |
| 3Y | +41.7% | -28.4% | +70.0% | +50.3% |
| 5Y | +49.8% | -51.2% | +101.0% | +79.7% |
| All | +95.7% | -37.6% | +133.2% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling