+17,600.4%
WDC vs NTRS
+7,716.8%
+9,883.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -5.2% |
| 7D | +4.4% | +0.3% | +4.1% | +4.2% |
| 30D | +5.3% | +0.2% | +5.1% | +5.1% |
| 3M | -5.9% | +13.2% | -19.1% | -12.2% |
| 6M | +73.2% | +36.9% | +36.3% | +45.4% |
| YTD | +167.8% | +39.1% | +128.7% | +123.5% |
| 1Y | +386.0% | +50.4% | +335.5% | +286.8% |
| 3Y | +1,309.7% | +166.8% | +1,142.9% | +704.6% |
| 5Y | +957.1% | +92.9% | +864.2% | +609.3% |
| 10Y | +1,246.7% | +255.7% | +991.0% | +552.5% |
| All | +17,600.4% | +7,716.8% | +9,883.6% | +1,759.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling