+173.5%
NTRA vs WAB
+221.8%
-48.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +4.1% | -4.1% | +8.2% | +6.8% |
| 3M | +50.0% | +8.2% | +41.9% | +40.4% |
| 6M | +67.3% | +15.4% | +51.9% | +49.5% |
| YTD | +43.6% | +33.1% | +10.4% | +15.6% |
| 1Y | +89.2% | +48.1% | +41.2% | +40.9% |
| 3Y | +502.5% | +167.7% | +334.8% | +175.3% |
| All | +173.5% | +221.8% | -48.2% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling