+265.5%
WPM vs NTRS
+168.2%
+97.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.9% |
| 7D | -0.6% | +1.4% | -1.9% | -0.8% |
| 30D | +14.4% | -0.7% | +15.1% | +14.5% |
| 3M | +37.0% | +11.3% | +25.7% | +33.8% |
| 6M | +4.1% | +35.5% | -31.4% | -2.2% |
| YTD | +31.7% | +40.6% | -8.9% | +23.2% |
| 1Y | +44.2% | +49.2% | -5.0% | +33.7% |
| 3Y | +265.5% | +167.2% | +98.3% | +196.6% |
| All | +265.5% | +168.2% | +97.3% | +196.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling