+173.5%
NTRA vs WAT
-3.5%
+177.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | 0.0% |
| 7D | +0.2% | -0.3% | +0.5% | +0.4% |
| 30D | +4.1% | -1.9% | +6.0% | +5.1% |
| 3M | +50.0% | +13.5% | +36.5% | +40.9% |
| 6M | +67.3% | +37.2% | +30.1% | +42.5% |
| YTD | +43.6% | +7.5% | +36.1% | +36.3% |
| 1Y | +89.2% | +35.0% | +54.2% | +59.0% |
| 3Y | +502.5% | +55.1% | +447.5% | +331.5% |
| All | +173.5% | -3.5% | +177.0% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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