+3,493.8%
NTRS vs BWA
+3,394.0%
+99.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +0.2% | -5.5% | +5.6% | +2.3% |
| 3M | +13.2% | -7.6% | +20.8% | +16.2% |
| 6M | +36.9% | +25.0% | +12.0% | +22.8% |
| YTD | +39.1% | +47.0% | -7.8% | +14.3% |
| 1Y | +50.4% | +54.0% | -3.5% | +20.7% |
| 3Y | +166.8% | +70.7% | +96.1% | +98.6% |
| 5Y | +92.9% | +86.7% | +6.2% | +36.1% |
| 10Y | +255.7% | +154.0% | +101.7% | +108.0% |
| All | +3,493.8% | +3,394.0% | +99.8% | +741.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling