+1,727.4%
NTRA vs WSM
+609.6%
+1,117.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.4% |
| 7D | +0.2% | -0.5% | +0.8% | +0.4% |
| 30D | +4.1% | -7.7% | +11.8% | +7.3% |
| 3M | +50.0% | +3.8% | +46.3% | +47.6% |
| 6M | +67.3% | +22.7% | +44.6% | +54.3% |
| YTD | +43.6% | +28.0% | +15.6% | +29.5% |
| 1Y | +89.2% | +12.7% | +76.5% | +78.1% |
| 3Y | +502.5% | +231.3% | +271.3% | +238.8% |
| 5Y | +173.8% | +177.2% | -3.4% | +58.4% |
| 10Y | +3,189.3% | +1,065.8% | +2,123.5% | +751.4% |
| All | +1,727.4% | +609.6% | +1,117.8% | +365.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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