+48.7%
WM vs NTRS
+176.1%
-127.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +3.2% | +3.2% | 0.0% | +3.1% |
| 30D | +13.0% | +9.6% | +3.4% | +12.7% |
| 3M | +9.2% | -6.0% | +15.2% | +9.4% |
| 6M | +13.6% | +10.4% | +3.2% | +13.0% |
| YTD | +12.4% | +32.5% | -20.1% | +10.2% |
| 1Y | +21.2% | +41.2% | -20.0% | +18.3% |
| 3Y | +48.7% | +173.4% | -124.7% | +42.5% |
| All | +48.7% | +176.1% | -127.4% | +42.5% |
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 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