+525.4%
WPM vs NTRS
+259.9%
+265.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +2.0% |
| 7D | -0.6% | +1.4% | -1.9% | -0.7% |
| 30D | +14.4% | -0.7% | +15.1% | +14.4% |
| 3M | +37.0% | +11.3% | +25.7% | +35.9% |
| 6M | +4.1% | +35.5% | -31.4% | +2.0% |
| YTD | +31.7% | +40.6% | -8.9% | +28.8% |
| 1Y | +44.2% | +49.2% | -5.0% | +40.5% |
| 3Y | +265.5% | +167.2% | +98.3% | +245.1% |
| 5Y | +262.5% | +94.9% | +167.6% | +241.1% |
| All | +525.4% | +259.9% | +265.5% | +600.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling