+48.7%
WM vs NTRA
+562.3%
-513.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +3.2% | +2.7% | +0.5% | +3.1% |
| 30D | +13.0% | -19.2% | +32.2% | +13.5% |
| 3M | +9.2% | +2.7% | +6.6% | +8.8% |
| 6M | +13.6% | +63.4% | -49.7% | +10.7% |
| YTD | +12.4% | +39.3% | -26.9% | +10.1% |
| 1Y | +21.2% | +59.0% | -37.8% | +17.8% |
| 3Y | +48.7% | +557.4% | -508.7% | +37.9% |
| All | +48.7% | +562.3% | -513.6% | +37.9% |
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