+7.0%
WMT vs NTRS
+47.2%
-40.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.9% | +0.4% | +3.5% | +3.9% |
| 30D | -4.4% | +1.7% | -6.1% | -4.5% |
| 3M | -8.8% | +8.9% | -17.6% | -9.0% |
| 6M | -15.6% | +30.6% | -46.2% | -16.8% |
| YTD | -3.2% | +38.7% | -41.9% | -5.3% |
| 1Y | +7.0% | +48.1% | -41.0% | +4.0% |
| All | +7.0% | +47.2% | -40.1% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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