+182.3%
WWD vs NTR
+45.7%
+136.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.4% |
| 7D | -2.6% | -1.3% | -1.3% | -2.4% |
| 30D | -6.9% | +16.8% | -23.7% | -9.3% |
| 3M | -13.0% | +20.7% | -33.8% | -16.0% |
| 6M | -12.5% | +0.5% | -13.0% | -13.0% |
| YTD | +11.8% | +29.2% | -17.3% | +5.2% |
| 1Y | +41.1% | +39.6% | +1.5% | +30.3% |
| 3Y | +163.1% | +37.9% | +125.2% | +140.4% |
| All | +182.3% | +45.7% | +136.6% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling