+43.3%
WM vs NTRS
+161.8%
-118.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.2% | +0.9% | -2.0% | -1.2% |
| 30D | -4.5% | -1.2% | -3.3% | -4.4% |
| 3M | -2.2% | +8.8% | -11.0% | -2.6% |
| 6M | -11.5% | +34.7% | -46.2% | -13.1% |
| YTD | -0.7% | +37.2% | -37.9% | -2.7% |
| 1Y | +0.3% | +46.3% | -46.0% | -2.2% |
| All | +43.3% | +161.8% | -118.5% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling