+255.5%
NTRS vs WCC
+541.6%
-286.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.7% | -0.2% |
| 7D | +1.4% | +1.5% | -0.2% | +0.7% |
| 30D | -0.7% | -2.1% | +1.5% | -0.2% |
| 3M | +11.3% | +3.8% | +7.5% | +8.6% |
| 6M | +35.5% | +35.0% | +0.6% | +19.0% |
| YTD | +40.6% | +46.4% | -5.8% | +19.5% |
| 1Y | +49.2% | +63.0% | -13.8% | +21.1% |
| 3Y | +167.2% | +133.9% | +33.3% | +78.8% |
| 5Y | +94.9% | +226.5% | -131.6% | +8.8% |
| All | +255.5% | +541.6% | -286.1% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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