+3,059.8%
NTRA vs WST
+344.2%
+2,715.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | +0.2% | +1.8% | -1.6% | -0.6% |
| 30D | +4.1% | -1.7% | +5.8% | +4.9% |
| 3M | +50.0% | +4.9% | +45.2% | +46.8% |
| 6M | +67.3% | +45.5% | +21.8% | +39.9% |
| YTD | +43.6% | +26.1% | +17.5% | +27.6% |
| 1Y | +89.2% | +31.7% | +57.6% | +63.5% |
| 3Y | +502.5% | -12.1% | +514.6% | +467.0% |
| 5Y | +173.8% | -23.6% | +197.3% | +173.9% |
| All | +3,059.8% | +344.2% | +2,715.6% | +1,123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling