+37.5%
NTRS vs WETO
-99.2%
+136.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +20.4% | -19.6% | +0.7% |
| 7D | +2.1% | +36.5% | -34.4% | +2.0% |
| 30D | +2.7% | -14.4% | +17.1% | +2.7% |
| 3M | -5.7% | -82.5% | +76.8% | -5.9% |
| 6M | +6.8% | -97.9% | +104.7% | +8.6% |
| YTD | +28.4% | -98.8% | +127.2% | +32.9% |
| 1Y | +37.5% | -99.1% | +136.6% | +41.8% |
| All | +37.5% | -99.2% | +136.7% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling