+336.1%
WST vs NTRS
+259.9%
+76.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +1.8% | +1.4% | +0.5% | +1.5% |
| 30D | -1.7% | -0.7% | -1.1% | -1.6% |
| 3M | +4.9% | +11.3% | -6.4% | +1.7% |
| 6M | +45.5% | +35.5% | +10.0% | +33.1% |
| YTD | +26.1% | +40.6% | -14.5% | +14.1% |
| 1Y | +31.7% | +49.2% | -17.5% | +16.9% |
| 3Y | -12.1% | +167.2% | -179.3% | -34.8% |
| 5Y | -23.6% | +94.9% | -118.5% | -39.4% |
| All | +336.1% | +259.9% | +76.2% | +178.6% |
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 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