+167.2%
NTRS vs WSM
+230.1%
-62.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | -0.7% | -7.7% | +7.1% | +1.2% |
| 3M | +11.3% | +3.8% | +7.6% | +10.0% |
| 6M | +35.5% | +22.7% | +12.9% | +28.4% |
| YTD | +40.6% | +28.0% | +12.6% | +31.7% |
| 1Y | +49.2% | +12.7% | +36.5% | +43.6% |
| 3Y | +167.2% | +231.3% | -64.0% | +96.6% |
| All | +167.2% | +230.1% | -62.8% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling