+310.4%
WM vs NTRA
+2,995.7%
-2,685.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -1.2% | +1.6% | -2.8% | -1.3% |
| 30D | -4.5% | +3.8% | -8.2% | -4.7% |
| 3M | -2.2% | +48.2% | -50.4% | -4.6% |
| 6M | -11.5% | +61.0% | -72.4% | -14.2% |
| YTD | -0.7% | +44.2% | -44.9% | -3.3% |
| 1Y | +0.3% | +87.3% | -86.9% | -3.9% |
| 3Y | +44.2% | +509.4% | -465.2% | +27.6% |
| 5Y | +51.6% | +175.1% | -123.5% | +37.6% |
| 10Y | +310.4% | +3,203.1% | -2,892.7% | +200.4% |
| All | +310.4% | +2,995.7% | -2,685.3% | +200.4% |
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