+219.3%
WM vs NTR
+83.8%
+135.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -0.5% | +3.0% | -3.4% | -0.9% |
| 30D | +13.3% | +7.1% | +6.2% | +12.0% |
| 3M | +4.4% | +13.1% | -8.7% | +2.2% |
| 6M | +10.8% | +7.6% | +3.2% | +9.2% |
| YTD | +9.1% | +20.0% | -10.9% | +5.0% |
| 1Y | +19.1% | +30.2% | -11.0% | +13.1% |
| 3Y | +45.7% | +46.8% | -1.2% | +33.4% |
| 5Y | +60.4% | +22.7% | +37.7% | +44.5% |
| All | +219.3% | +83.8% | +135.5% | +137.3% |
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