+229.0%
WM vs NTR
+81.1%
+147.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | +13.0% | +2.0% | +11.1% | +12.6% |
| 3M | +9.2% | +6.4% | +2.8% | +8.0% |
| 6M | +13.6% | +1.6% | +12.0% | +13.0% |
| YTD | +12.4% | +18.2% | -5.8% | +8.5% |
| 1Y | +21.2% | +23.9% | -2.7% | +16.0% |
| 3Y | +48.7% | +44.7% | +4.0% | +36.5% |
| 5Y | +61.9% | +21.3% | +40.6% | +46.1% |
| All | +229.0% | +81.1% | +147.9% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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