+268.0%
WMT vs NTR
+98.7%
+169.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.1% |
| 7D | -2.5% | -2.5% | 0.0% | -2.2% |
| 30D | -6.4% | +17.0% | -23.5% | -7.9% |
| 3M | -12.1% | +22.2% | -34.3% | -14.0% |
| 6M | -15.0% | +5.2% | -20.1% | -15.7% |
| YTD | -4.5% | +29.7% | -34.2% | -7.5% |
| 1Y | +6.2% | +39.4% | -33.2% | +1.9% |
| 3Y | +99.9% | +38.2% | +61.7% | +90.4% |
| 5Y | +131.4% | +47.6% | +83.8% | +111.9% |
| All | +268.0% | +98.7% | +169.3% | +231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling