+113.2%
WDC vs NTR
+36.7%
+76.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.0% | -10.7% | -6.7% |
| 7D | -18.3% | +4.3% | -22.7% | -18.2% |
| 30D | -26.7% | +2.6% | -29.3% | -26.6% |
| 3M | -40.9% | +8.5% | -49.5% | -41.3% |
| 6M | -26.8% | -3.3% | -23.4% | -26.4% |
| YTD | +88.2% | +19.6% | +68.6% | +83.2% |
| 1Y | +113.2% | +37.6% | +75.6% | +90.8% |
| All | +113.2% | +36.7% | +76.5% | +90.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling