+1,735.1%
NTRA vs WAB
+213.9%
+1,521.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.6% |
| 7D | +1.6% | +0.2% | +1.3% | +1.4% |
| 30D | +3.8% | -4.6% | +8.3% | +6.1% |
| 3M | +48.2% | +5.6% | +42.6% | +42.8% |
| 6M | +61.0% | +13.8% | +47.1% | +49.4% |
| YTD | +44.2% | +31.9% | +12.3% | +23.9% |
| 1Y | +87.3% | +48.3% | +39.0% | +51.5% |
| 3Y | +509.4% | +167.1% | +342.3% | +265.4% |
| 5Y | +175.1% | +222.9% | -47.8% | +51.4% |
| 10Y | +3,203.1% | +289.9% | +2,913.2% | +1,402.7% |
| All | +1,735.1% | +213.9% | +1,521.2% | +762.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling