+539.6%
WM vs NTRA
+1,676.8%
-1,137.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +1.1% |
| 7D | +0.8% | -18.2% | +19.0% | +1.7% |
| 30D | +13.8% | -19.6% | +33.4% | +14.9% |
| 3M | +6.4% | +2.3% | +4.1% | +6.0% |
| 6M | +13.2% | +60.6% | -47.4% | +10.0% |
| YTD | +10.8% | +39.6% | -28.8% | +8.1% |
| 1Y | +20.2% | +54.7% | -34.5% | +16.6% |
| 3Y | +46.5% | +584.3% | -537.8% | +30.3% |
| 5Y | +61.3% | +182.5% | -121.2% | +47.0% |
| 10Y | +324.8% | +2,768.3% | -2,443.6% | +232.3% |
| All | +539.6% | +1,676.8% | -1,137.2% | +404.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling