+114.1%
WEC vs NTR
+103.7%
+10.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | +0.9% | +21.7% | -20.8% | -1.0% |
| 3M | -5.3% | +22.8% | -28.1% | -7.3% |
| 6M | -6.6% | +8.2% | -14.8% | -7.5% |
| YTD | +3.3% | +32.9% | -29.7% | 0.0% |
| 1Y | +2.1% | +45.3% | -43.3% | -2.2% |
| 3Y | +39.6% | +41.7% | -2.1% | +33.1% |
| 5Y | +31.2% | +49.8% | -18.7% | +22.0% |
| All | +114.1% | +103.7% | +10.4% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling