+11.4%
WBD vs NTRS
+259.9%
-248.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.2% |
| 7D | -0.7% | +1.4% | -2.1% | -1.5% |
| 30D | +1.4% | -0.7% | +2.1% | +1.7% |
| 3M | +4.4% | +11.3% | -6.9% | -2.2% |
| 6M | +0.8% | +35.5% | -34.7% | -16.4% |
| YTD | -2.7% | +40.6% | -43.3% | -21.8% |
| 1Y | +73.4% | +49.2% | +24.2% | +34.2% |
| 3Y | +142.1% | +167.2% | -25.1% | +32.6% |
| 5Y | +7.2% | +94.9% | -87.7% | -30.8% |
| All | +11.4% | +259.9% | -248.6% | -46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling