+502.5%
NTRA vs WTW
+61.9%
+440.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.2% | -5.7% | +5.9% | +0.5% |
| 30D | +4.1% | -7.3% | +11.4% | +4.4% |
| 3M | +50.0% | +21.5% | +28.6% | +49.7% |
| 6M | +67.3% | +9.6% | +57.7% | +66.6% |
| YTD | +43.6% | -3.3% | +46.9% | +43.1% |
| 1Y | +89.2% | -6.1% | +95.4% | +89.0% |
| 3Y | +502.5% | +61.8% | +440.7% | +506.6% |
| All | +502.5% | +61.9% | +440.7% | +506.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling