+52.1%
WM vs NTRA
+164.5%
-112.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.5% |
| 7D | -0.9% | +1.1% | -2.0% | -0.9% |
| 30D | -4.3% | +0.6% | -5.0% | -4.4% |
| 3M | +0.8% | +51.8% | -51.1% | -0.9% |
| 6M | -10.8% | +63.6% | -74.4% | -12.6% |
| YTD | -0.1% | +41.5% | -41.5% | -1.6% |
| 1Y | +1.0% | +93.6% | -92.6% | -1.9% |
| 3Y | +45.1% | +498.0% | -453.0% | +35.0% |
| 5Y | +52.1% | +172.5% | -120.3% | +40.4% |
| All | +52.1% | +164.5% | -112.4% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling