+4,053.8%
WAB vs NTRS
+3,451.9%
+602.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.7% |
| 7D | -0.2% | +0.3% | -0.5% | -0.4% |
| 30D | -5.9% | +0.2% | -6.0% | -6.0% |
| 3M | +9.4% | +13.2% | -3.8% | +3.3% |
| 6M | +13.8% | +36.9% | -23.1% | -1.3% |
| YTD | +31.8% | +39.1% | -7.3% | +13.1% |
| 1Y | +48.5% | +50.4% | -1.9% | +23.1% |
| 3Y | +167.0% | +166.8% | +0.2% | +69.5% |
| 5Y | +222.3% | +92.9% | +129.4% | +130.3% |
| 10Y | +289.6% | +255.7% | +34.0% | +114.4% |
| All | +4,053.8% | +3,451.9% | +602.0% | +1,437.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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