+171.4%
NTRA vs WST
-24.9%
+196.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.4% | -2.1% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | +4.3% | -2.0% | +6.3% | +5.1% |
| 3M | +50.6% | +4.1% | +46.5% | +48.4% |
| 6M | +63.9% | +47.4% | +16.5% | +41.2% |
| YTD | +42.4% | +25.4% | +17.0% | +29.8% |
| 1Y | +92.1% | +35.3% | +56.8% | +69.2% |
| 3Y | +501.7% | -11.7% | +513.4% | +484.2% |
| 5Y | +171.4% | -24.0% | +195.5% | +181.2% |
| All | +171.4% | -24.9% | +196.4% | +181.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling