+132.8%
WFC vs NTRA
+502.5%
-369.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.1% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +2.3% | +4.3% | -2.0% | +1.6% |
| 3M | +9.8% | +50.6% | -40.9% | +2.7% |
| 6M | +15.6% | +63.9% | -48.4% | +6.0% |
| YTD | -2.4% | +42.4% | -44.8% | -8.8% |
| 1Y | +13.8% | +92.1% | -78.3% | +0.9% |
| All | +132.8% | +502.5% | -369.7% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling