+363.1%
WWD vs NTR
+103.7%
+259.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | -5.1% | +21.7% | -26.8% | -12.3% |
| 3M | -11.2% | +22.8% | -34.0% | -18.7% |
| 6M | -12.0% | +8.2% | -20.3% | -16.6% |
| YTD | +12.0% | +32.9% | -20.9% | -3.2% |
| 1Y | +42.8% | +45.3% | -2.5% | +18.0% |
| 3Y | +168.9% | +41.7% | +127.3% | +117.7% |
| 5Y | +192.2% | +49.8% | +142.4% | +94.5% |
| All | +363.1% | +103.7% | +259.4% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling