-12.3%
WY vs NTR
+97.9%
-110.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -4.2% | -1.3% | -2.9% | -3.7% |
| 30D | -10.1% | +16.8% | -26.9% | -15.8% |
| 3M | -8.5% | +20.7% | -29.2% | -15.9% |
| 6M | -3.3% | +0.5% | -3.9% | -5.2% |
| YTD | -4.4% | +29.2% | -33.6% | -16.6% |
| 1Y | -11.5% | +39.6% | -51.1% | -26.0% |
| 3Y | -24.3% | +37.9% | -62.2% | -38.3% |
| 5Y | -21.3% | +47.1% | -68.4% | -47.0% |
| All | -12.3% | +97.9% | -110.3% | -59.7% |
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