+92.9%
NTRS vs BWA
+87.2%
+5.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.5% |
| 7D | +1.4% | -1.3% | +2.7% | +1.8% |
| 30D | -0.7% | -2.9% | +2.3% | +0.2% |
| 3M | +11.3% | -10.7% | +22.0% | +15.4% |
| 6M | +35.5% | +26.5% | +9.1% | +22.0% |
| YTD | +40.6% | +49.1% | -8.5% | +15.2% |
| 1Y | +49.2% | +52.1% | -2.8% | +20.7% |
| 3Y | +167.2% | +72.6% | +94.7% | +96.6% |
| All | +92.9% | +87.2% | +5.7% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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