+3.6%
WBD vs NTRA
+172.0%
-168.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.8% |
| 7D | -0.7% | +0.2% | -1.0% | -0.8% |
| 30D | +1.4% | +4.1% | -2.7% | +0.4% |
| 3M | +4.4% | +50.0% | -45.6% | -5.8% |
| 6M | +0.8% | +67.3% | -66.5% | -12.3% |
| YTD | -2.7% | +43.6% | -46.3% | -12.6% |
| 1Y | +73.4% | +89.2% | -15.8% | +44.8% |
| 3Y | +142.1% | +502.5% | -360.4% | +50.0% |
| All | +3.6% | +172.0% | -168.4% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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