+1,727.4%
NTRA vs NWSA
+129.3%
+1,598.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +0.2% | -2.8% | +3.0% | +1.5% |
| 30D | +4.1% | +3.0% | +1.1% | +2.7% |
| 3M | +50.0% | +12.3% | +37.7% | +41.0% |
| 6M | +67.3% | +21.9% | +45.4% | +51.1% |
| YTD | +43.6% | +13.6% | +30.0% | +33.5% |
| 1Y | +89.2% | +0.5% | +88.8% | +85.5% |
| 3Y | +502.5% | +43.8% | +458.8% | +396.6% |
| 5Y | +173.8% | +41.2% | +132.6% | +123.8% |
| 10Y | +3,189.3% | +148.6% | +3,040.7% | +1,940.2% |
| All | +1,727.4% | +129.3% | +1,598.1% | +945.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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