+68.1%
NTAP vs WAB
+46.5%
+21.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | -16.1% | +4.5% | -20.6% | -16.9% |
| 30D | -15.9% | +1.1% | -17.0% | -16.2% |
| 3M | -1.2% | -1.3% | 0.0% | -1.2% |
| 6M | +70.1% | +12.7% | +57.3% | +66.0% |
| YTD | +77.9% | +38.7% | +39.3% | +49.1% |
| 1Y | +68.1% | +44.9% | +23.2% | +36.5% |
| All | +68.1% | +46.5% | +21.6% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling