+502.5%
NTRA vs WAB
+167.4%
+335.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +4.1% | -4.1% | +8.2% | +6.2% |
| 3M | +50.0% | +8.2% | +41.9% | +42.1% |
| 6M | +67.3% | +15.4% | +51.9% | +52.6% |
| YTD | +43.6% | +33.1% | +10.4% | +20.1% |
| 1Y | +89.2% | +48.1% | +41.2% | +48.2% |
| 3Y | +502.5% | +167.7% | +334.8% | +198.5% |
| All | +502.5% | +167.4% | +335.1% | +198.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling