+29,465.1%
WM vs NTRS
+7,343.1%
+22,122.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +3.2% | +3.2% | 0.0% | +2.4% |
| 30D | +13.0% | +9.6% | +3.4% | +10.4% |
| 3M | +9.2% | -6.0% | +15.2% | +10.7% |
| 6M | +13.6% | +10.4% | +3.2% | +10.3% |
| YTD | +12.4% | +32.5% | -20.1% | +3.6% |
| 1Y | +21.2% | +41.2% | -20.0% | +9.9% |
| 3Y | +48.7% | +173.4% | -124.7% | +11.3% |
| 5Y | +61.9% | +65.0% | -3.1% | +34.9% |
| 10Y | +331.0% | +192.3% | +138.7% | +195.7% |
| All | +29,465.1% | +7,343.1% | +22,122.1% | +6,979.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling