+194.2%
WM vs NTR
+100.5%
+93.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -1.0% |
| 7D | -0.3% | +8.1% | -8.4% | -1.6% |
| 30D | -2.4% | +18.8% | -21.1% | -5.1% |
| 3M | +0.4% | +16.2% | -15.8% | -2.2% |
| 6M | -9.5% | +9.8% | -19.2% | -11.3% |
| YTD | +0.5% | +30.9% | -30.4% | -4.5% |
| 1Y | -1.1% | +41.8% | -42.8% | -7.5% |
| 3Y | +46.0% | +35.8% | +10.3% | +36.1% |
| 5Y | +51.8% | +51.0% | +0.8% | +30.2% |
| All | +194.2% | +100.5% | +93.7% | +115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling