+145.0%
WFC vs NTRA
+3,199.2%
-3,054.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.9% |
| 7D | +0.4% | +0.2% | +0.1% | +0.3% |
| 30D | +1.5% | +4.1% | -2.6% | +1.1% |
| 3M | +10.2% | +50.0% | -39.8% | +5.2% |
| 6M | +18.8% | +67.3% | -48.5% | +11.7% |
| YTD | -1.5% | +43.6% | -45.1% | -6.1% |
| 1Y | +13.5% | +89.2% | -75.7% | +5.1% |
| 3Y | +135.0% | +502.5% | -367.6% | +91.3% |
| 5Y | +130.1% | +173.8% | -43.7% | +93.6% |
| All | +145.0% | +3,199.2% | -3,054.2% | +42.5% |
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 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