-15.8%
WBD vs NTRA
+1,727.4%
-1,743.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.7% |
| 7D | -0.7% | +0.2% | -1.0% | -0.8% |
| 30D | +1.4% | +4.1% | -2.7% | +0.8% |
| 3M | +4.4% | +50.0% | -45.6% | -1.5% |
| 6M | +0.8% | +67.3% | -66.5% | -6.8% |
| YTD | -2.7% | +43.6% | -46.3% | -8.4% |
| 1Y | +73.4% | +89.2% | -15.8% | +56.9% |
| 3Y | +142.1% | +502.5% | -360.4% | +88.1% |
| 5Y | +7.2% | +173.8% | -166.5% | -15.6% |
| 10Y | +14.2% | +3,189.3% | -3,175.1% | -29.5% |
| All | -15.8% | +1,727.4% | -1,743.2% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling