+349.8%
WELL vs NTRA
+3,199.2%
-2,849.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -0.2% | +0.2% | -0.5% | -0.3% |
| 30D | +2.3% | +4.1% | -1.8% | +1.8% |
| 3M | +12.3% | +50.0% | -37.8% | +6.6% |
| 6M | +15.6% | +67.3% | -51.7% | +7.7% |
| YTD | +28.3% | +43.6% | -15.3% | +21.5% |
| 1Y | +41.9% | +89.2% | -47.3% | +29.8% |
| 3Y | +198.3% | +502.5% | -304.2% | +129.8% |
| 5Y | +206.4% | +173.8% | +32.6% | +149.0% |
| All | +349.8% | +3,199.2% | -2,849.4% | +156.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling