-40.4%
WU vs NTRS
+259.9%
-300.3%
-64.3%
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% | +0.2% |
| 7D | -3.5% | +1.4% | -4.9% | -4.0% |
| 30D | -2.9% | -0.7% | -2.3% | -2.7% |
| 3M | -2.3% | +11.3% | -13.6% | -6.6% |
| 6M | -25.4% | +35.5% | -60.9% | -34.3% |
| YTD | -21.2% | +40.6% | -61.8% | -31.9% |
| 1Y | -8.9% | +49.2% | -58.1% | -23.3% |
| 3Y | -29.0% | +167.2% | -196.2% | -54.1% |
| 5Y | -50.7% | +94.9% | -145.7% | -64.6% |
| All | -40.4% | +259.9% | -300.3% | -65.6% |
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