+4.7%
WY vs NTRS
+259.9%
-255.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.3% |
| 7D | -4.2% | +1.4% | -5.5% | -4.9% |
| 30D | -10.1% | -0.7% | -9.4% | -9.9% |
| 3M | -8.5% | +11.3% | -19.8% | -14.3% |
| 6M | -3.3% | +35.5% | -38.9% | -19.4% |
| YTD | -4.4% | +40.6% | -45.0% | -22.5% |
| 1Y | -11.5% | +49.2% | -60.7% | -31.0% |
| 3Y | -24.3% | +167.2% | -191.5% | -59.6% |
| 5Y | -21.3% | +94.9% | -116.3% | -51.2% |
| All | +4.7% | +259.9% | -255.2% | -55.9% |
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