+441.0%
WMT vs NTRA
+1,711.9%
-1,270.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | -6.4% | +4.3% | -10.7% | -6.6% |
| 3M | -12.1% | +50.6% | -62.8% | -13.7% |
| 6M | -15.0% | +63.9% | -78.9% | -16.9% |
| YTD | -4.5% | +42.4% | -46.9% | -6.2% |
| 1Y | +6.2% | +92.1% | -85.9% | +2.9% |
| 3Y | +99.9% | +501.7% | -401.9% | +84.8% |
| 5Y | +131.4% | +171.4% | -40.0% | +117.1% |
| 10Y | +433.2% | +3,161.4% | -2,728.2% | +341.9% |
| All | +441.0% | +1,711.9% | -1,270.9% | +360.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling