+7,864.8%
NTRS vs WSM
+34,573.3%
-26,708.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 3M | +11.3% | +3.8% | +7.6% | +10.2% |
| 6M | +35.5% | +22.7% | +12.9% | +29.1% |
| YTD | +40.6% | +28.0% | +12.6% | +32.5% |
| 1Y | +49.2% | +12.7% | +36.5% | +44.2% |
| 3Y | +167.2% | +231.3% | -64.0% | +97.7% |
| 5Y | +94.9% | +177.2% | -82.2% | +45.9% |
| 10Y | +259.5% | +1,065.8% | -806.3% | +84.8% |
| All | +7,864.8% | +34,573.3% | -26,708.5% | +2,127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling