+3,059.8%
NTRA vs WTW
+198.0%
+2,861.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +0.2% | -5.7% | +5.9% | +3.5% |
| 30D | +4.1% | -7.3% | +11.4% | +8.3% |
| 3M | +50.0% | +21.5% | +28.6% | +33.3% |
| 6M | +67.3% | +9.6% | +57.7% | +55.7% |
| YTD | +43.6% | -3.3% | +46.9% | +41.9% |
| 1Y | +89.2% | -6.1% | +95.4% | +89.4% |
| 3Y | +502.5% | +61.8% | +440.7% | +290.4% |
| 5Y | +173.8% | +42.7% | +131.1% | +92.5% |
| All | +3,059.8% | +198.0% | +2,861.7% | +1,193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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