+303.5%
WM vs NTRS
+256.1%
+47.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.1% |
| 7D | -3.1% | +0.3% | -3.5% | -3.2% |
| 30D | -5.3% | +0.2% | -5.5% | -5.4% |
| 3M | -4.2% | +13.2% | -17.4% | -7.1% |
| 6M | -8.1% | +36.9% | -45.0% | -15.0% |
| YTD | -1.4% | +39.1% | -40.5% | -9.4% |
| 1Y | +0.2% | +50.4% | -50.2% | -9.8% |
| 3Y | +43.1% | +166.8% | -123.7% | +8.8% |
| 5Y | +49.8% | +92.9% | -43.1% | +21.9% |
| All | +303.5% | +256.1% | +47.3% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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