+80.8%
NTRS vs WETO
-99.4%
+180.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +1.1% |
| 7D | +1.4% | -4.3% | +5.7% | +1.4% |
| 30D | -0.7% | -39.9% | +39.2% | -1.1% |
| 3M | +11.3% | -97.9% | +109.2% | +13.4% |
| 6M | +35.5% | -95.0% | +130.6% | +36.4% |
| YTD | +40.6% | -97.2% | +137.8% | +41.7% |
| 1Y | +49.2% | -98.9% | +148.1% | +50.2% |
| All | +80.8% | -99.4% | +180.2% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling