+38.7%
WEC vs NTRS
+168.2%
-129.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -0.6% | +1.4% | -1.9% | -0.7% |
| 30D | -2.6% | -0.7% | -2.0% | -2.6% |
| 3M | -6.0% | +11.3% | -17.4% | -7.2% |
| 6M | -5.4% | +35.5% | -41.0% | -8.9% |
| YTD | +2.5% | +40.6% | -38.1% | -2.1% |
| 1Y | -0.7% | +49.2% | -49.9% | -6.1% |
| 3Y | +38.7% | +167.2% | -128.5% | +13.0% |
| All | +38.7% | +168.2% | -129.4% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling