+7.0%
WMT vs NTR
+43.1%
-36.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | +3.9% | +8.1% | -4.2% | +3.9% |
| 30D | -4.4% | +18.8% | -23.2% | -4.5% |
| 3M | -8.8% | +16.2% | -25.0% | -8.8% |
| 6M | -15.6% | +9.8% | -25.4% | -15.5% |
| YTD | -3.2% | +30.9% | -34.1% | -3.8% |
| 1Y | +7.0% | +41.8% | -34.7% | +5.9% |
| All | +7.0% | +43.1% | -36.0% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling