+417.4%
WDC vs NTRS
+47.2%
+370.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.8% | +5.8% |
| 7D | +1.7% | +0.4% | +1.4% | +1.4% |
| 30D | -10.0% | +1.7% | -11.7% | -11.0% |
| 3M | -18.8% | +8.9% | -27.6% | -23.6% |
| 6M | +79.0% | +30.6% | +48.4% | +46.1% |
| YTD | +171.6% | +38.7% | +132.9% | +120.7% |
| 1Y | +417.4% | +48.1% | +369.3% | +330.8% |
| All | +417.4% | +47.2% | +370.2% | +330.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling