+1,723.2%
NTRA vs WST
+507.9%
+1,215.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +0.6% | +0.7% | -0.2% | +0.2% |
| 30D | +19.5% | -3.1% | +22.7% | +21.5% |
| 3M | +47.8% | +7.2% | +40.6% | +43.0% |
| 6M | +61.6% | +36.8% | +24.8% | +38.5% |
| YTD | +43.3% | +23.8% | +19.4% | +27.9% |
| 1Y | +97.0% | +37.8% | +59.3% | +65.8% |
| 3Y | +424.9% | -15.9% | +440.8% | +404.7% |
| 5Y | +165.2% | -25.8% | +191.0% | +168.6% |
| 10Y | +3,114.3% | +319.6% | +2,794.7% | +1,042.6% |
| All | +1,723.2% | +507.9% | +1,215.3% | +386.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling