+99.0%
NTRA vs WAB
+46.5%
+52.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | -7.9% | +4.5% | -12.4% | -9.0% |
| 30D | -8.1% | +1.1% | -9.2% | -8.4% |
| 3M | +42.1% | -1.3% | +43.4% | +42.5% |
| 6M | +84.8% | +12.7% | +72.1% | +75.9% |
| YTD | +70.7% | +38.7% | +32.0% | +54.5% |
| 1Y | +99.0% | +44.9% | +54.1% | +78.6% |
| All | +99.0% | +46.5% | +52.5% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling