+442.7%
WELL vs NTRA
+1,700.8%
-1,258.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -1.3% | +1.1% | -2.4% | -1.4% |
| 30D | +0.5% | +0.6% | -0.1% | +0.4% |
| 3M | +19.1% | +51.8% | -32.8% | +13.7% |
| 6M | +17.0% | +63.6% | -46.6% | +10.4% |
| YTD | +29.2% | +41.5% | -12.3% | +23.5% |
| 1Y | +42.1% | +93.6% | -51.5% | +31.3% |
| 3Y | +204.5% | +498.0% | -293.5% | +144.1% |
| 5Y | +211.0% | +172.5% | +38.5% | +159.4% |
| 10Y | +337.6% | +2,960.8% | -2,623.2% | +185.8% |
| All | +442.7% | +1,700.8% | -1,258.1% | +253.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NTRA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling