-24.6%
WU vs NTRS
+424.1%
-448.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 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% | -7.0% |
| 6M | -25.4% | +35.5% | -60.9% | -35.0% |
| YTD | -21.2% | +40.6% | -61.8% | -32.7% |
| 1Y | -8.9% | +49.2% | -58.1% | -24.3% |
| 3Y | -29.0% | +167.2% | -196.2% | -55.4% |
| 5Y | -50.7% | +94.9% | -145.7% | -65.5% |
| 10Y | -39.7% | +259.5% | -299.2% | -69.8% |
| All | -24.6% | +424.1% | -448.7% | -72.2% |
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