+916.1%
WDC vs NTRS
+93.2%
+822.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.7% |
| 7D | -4.3% | +1.4% | -5.7% | -5.2% |
| 30D | -1.5% | -0.7% | -0.8% | -1.2% |
| 3M | -15.5% | +11.3% | -26.8% | -21.2% |
| 6M | +66.5% | +35.5% | +30.9% | +37.3% |
| YTD | +159.9% | +40.6% | +119.3% | +110.4% |
| 1Y | +366.0% | +49.2% | +316.7% | +262.8% |
| 3Y | +1,285.8% | +167.2% | +1,118.6% | +647.3% |
| All | +916.1% | +93.2% | +822.9% | +570.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling