+849.9%
WDC vs NTRA
+1,735.1%
-885.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | +7.5% | +1.6% | +5.9% | +7.1% |
| 30D | +10.1% | +3.8% | +6.3% | +9.2% |
| 3M | -6.8% | +48.2% | -55.1% | -14.2% |
| 6M | +84.1% | +61.0% | +23.2% | +65.5% |
| YTD | +180.3% | +44.2% | +136.1% | +157.3% |
| 1Y | +411.1% | +87.3% | +323.8% | +346.1% |
| 3Y | +1,375.0% | +509.4% | +865.6% | +918.5% |
| 5Y | +991.6% | +175.1% | +816.4% | +707.5% |
| 10Y | +1,309.1% | +3,203.1% | -1,894.0% | +530.3% |
| All | +849.9% | +1,735.1% | -885.1% | +328.6% |
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