+63.4%
NTRA vs WST
+34.3%
+29.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -2.2% |
| 7D | +2.7% | +4.2% | -1.5% | -0.6% |
| 30D | -19.2% | +11.2% | -30.4% | -25.2% |
| 3M | +2.7% | +20.4% | -17.7% | -10.2% |
| 6M | +63.4% | +37.9% | +25.5% | +28.9% |
| All | +63.4% | +34.3% | +29.1% | +28.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling