+38.8%
WEC vs NTR
+37.3%
+1.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.6% |
| 7D | -1.3% | -2.5% | +1.2% | -1.1% |
| 30D | -0.4% | +17.0% | -17.4% | -1.6% |
| 3M | -6.8% | +22.2% | -29.0% | -8.3% |
| 6M | -6.4% | +5.2% | -11.6% | -6.9% |
| YTD | +2.5% | +29.7% | -27.2% | 0.0% |
| 1Y | -0.4% | +39.4% | -39.8% | -3.6% |
| All | +38.8% | +37.3% | +1.5% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling