+298.4%
WMB vs NTRA
+3,199.2%
-2,900.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -1.0% | +0.2% | -1.3% | -1.1% |
| 30D | -0.4% | +4.1% | -4.5% | -1.0% |
| 3M | +3.2% | +50.0% | -46.8% | -2.7% |
| 6M | +0.1% | +67.3% | -67.2% | -7.6% |
| YTD | +23.9% | +43.6% | -19.7% | +16.4% |
| 1Y | +27.6% | +89.2% | -61.6% | +15.2% |
| 3Y | +141.9% | +502.5% | -360.6% | +81.4% |
| 5Y | +273.8% | +173.8% | +100.0% | +198.1% |
| All | +298.4% | +3,199.2% | -2,900.8% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling