+720.9%
WDC vs NTR
+98.7%
+622.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -2.0% | -3.3% |
| 7D | +4.4% | -2.5% | +6.9% | +5.6% |
| 30D | +5.3% | +17.0% | -11.7% | -2.2% |
| 3M | -5.9% | +22.2% | -28.1% | -14.9% |
| 6M | +73.2% | +5.2% | +68.1% | +66.4% |
| YTD | +167.8% | +29.7% | +138.2% | +131.5% |
| 1Y | +386.0% | +39.4% | +346.6% | +301.7% |
| 3Y | +1,309.7% | +38.2% | +1,271.5% | +1,031.4% |
| 5Y | +957.1% | +47.6% | +909.5% | +610.4% |
| All | +720.9% | +98.7% | +622.2% | +317.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling