+562.2%
NTAP vs WAB
+266.7%
+295.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | +7.2% | +5.1% | +2.1% | +4.9% |
| 30D | -18.4% | +4.0% | -22.4% | -19.7% |
| 3M | -11.3% | +0.1% | -11.4% | -11.3% |
| 6M | +53.8% | +12.8% | +41.0% | +44.8% |
| YTD | +72.0% | +40.1% | +31.9% | +45.6% |
| 1Y | +68.0% | +46.4% | +21.7% | +39.4% |
| 3Y | +149.5% | +167.4% | -17.9% | +58.0% |
| 5Y | +125.6% | +215.0% | -89.4% | +31.4% |
| All | +562.2% | +266.7% | +295.5% | +212.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling