+21.3%
WBD vs NTR
+97.9%
-76.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -0.7% | -1.3% | +0.5% | -0.3% |
| 30D | +1.4% | +16.8% | -15.4% | -4.4% |
| 3M | +4.4% | +20.7% | -16.4% | -3.3% |
| 6M | +0.8% | +0.5% | +0.3% | -0.8% |
| YTD | -2.7% | +29.2% | -31.9% | -13.9% |
| 1Y | +73.4% | +39.6% | +33.8% | +47.7% |
| 3Y | +142.1% | +37.9% | +104.3% | +103.8% |
| 5Y | +7.2% | +47.1% | -39.8% | -18.8% |
| All | +21.3% | +97.9% | -76.6% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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