-12.7%
WMT vs NTRA
+67.5%
-80.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.4% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -7.4% | +4.1% | -11.5% | -7.2% |
| 3M | -10.9% | +50.0% | -60.9% | -9.8% |
| 6M | -12.7% | +67.3% | -80.0% | -11.7% |
| All | -12.7% | +67.5% | -80.2% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling