+681.7%
WPM vs NTR
+103.7%
+578.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +3.9% | +0.5% | +3.3% | +3.8% |
| 30D | +17.7% | +21.7% | -4.1% | +13.4% |
| 3M | +39.4% | +22.8% | +16.7% | +33.9% |
| 6M | +6.4% | +8.2% | -1.8% | +4.2% |
| YTD | +34.0% | +32.9% | +1.1% | +26.3% |
| 1Y | +50.5% | +45.3% | +5.2% | +39.4% |
| 3Y | +280.3% | +41.7% | +238.6% | +250.1% |
| 5Y | +266.3% | +49.8% | +216.5% | +239.1% |
| All | +681.7% | +103.7% | +578.0% | +638.7% |
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