+5,895.2%
WPM vs NTRS
+565.6%
+5,329.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.8% |
| 7D | -0.6% | +1.4% | -1.9% | -0.9% |
| 30D | +14.4% | -0.7% | +15.1% | +14.5% |
| 3M | +37.0% | +11.3% | +25.7% | +33.6% |
| 6M | +4.1% | +35.5% | -31.4% | -3.0% |
| YTD | +31.7% | +40.6% | -8.9% | +21.7% |
| 1Y | +44.2% | +49.2% | -5.0% | +31.4% |
| 3Y | +265.5% | +167.2% | +98.3% | +187.0% |
| 5Y | +262.5% | +94.9% | +167.6% | +199.1% |
| 10Y | +539.8% | +259.5% | +280.4% | +308.6% |
| All | +5,895.2% | +565.6% | +5,329.5% | +2,553.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling