+440.2%
WELL vs NTRA
+1,723.2%
-1,283.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | -0.1% | +19.5% | -19.6% | -2.1% |
| 3M | +18.0% | +47.8% | -29.7% | +13.0% |
| 6M | +15.0% | +61.6% | -46.6% | +8.6% |
| YTD | +28.6% | +43.3% | -14.6% | +22.8% |
| 1Y | +42.9% | +97.0% | -54.1% | +31.8% |
| 3Y | +203.0% | +424.9% | -221.9% | +146.4% |
| 5Y | +206.9% | +165.2% | +41.7% | +156.9% |
| 10Y | +339.5% | +3,114.3% | -2,774.8% | +186.8% |
| All | +440.2% | +1,723.2% | -1,283.0% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling