+696.4%
WDC vs NTR
+97.9%
+598.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -4.3% | -1.3% | -3.0% | -3.7% |
| 30D | -1.5% | +16.8% | -18.3% | -8.4% |
| 3M | -15.5% | +20.7% | -36.2% | -23.1% |
| 6M | +66.5% | +0.5% | +65.9% | +63.4% |
| YTD | +159.9% | +29.2% | +130.7% | +124.9% |
| 1Y | +366.0% | +39.6% | +326.4% | +284.8% |
| 3Y | +1,285.8% | +37.9% | +1,247.9% | +1,013.2% |
| 5Y | +925.6% | +47.1% | +878.5% | +590.4% |
| All | +696.4% | +97.9% | +598.5% | +305.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling