+1,700.8%
NTRA vs WAT
+211.7%
+1,489.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -0.4% |
| 7D | +1.1% | -0.7% | +1.8% | +1.5% |
| 30D | +0.6% | -1.0% | +1.6% | +1.1% |
| 3M | +51.8% | +10.9% | +41.0% | +43.5% |
| 6M | +63.6% | +33.2% | +30.4% | +39.0% |
| YTD | +41.5% | +6.1% | +35.4% | +34.4% |
| 1Y | +93.6% | +30.2% | +63.4% | +63.0% |
| 3Y | +498.0% | +52.9% | +445.2% | +328.2% |
| 5Y | +172.5% | -5.1% | +177.6% | +156.8% |
| 10Y | +2,960.8% | +152.6% | +2,808.2% | +1,441.7% |
| All | +1,700.8% | +211.7% | +1,489.1% | +678.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling