+589.7%
NTAP vs WAB
+282.9%
+306.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.8% | +3.9% |
| 7D | -2.4% | +3.1% | -5.5% | -3.6% |
| 30D | -23.4% | +6.4% | -29.9% | -25.5% |
| 3M | -7.5% | +2.2% | -9.7% | -8.4% |
| 6M | +56.4% | +13.7% | +42.7% | +46.7% |
| YTD | +73.6% | +43.0% | +30.6% | +45.7% |
| 1Y | +68.4% | +47.0% | +21.4% | +39.4% |
| 3Y | +150.6% | +174.4% | -23.8% | +56.8% |
| 5Y | +122.5% | +222.2% | -99.7% | +28.3% |
| 10Y | +589.7% | +276.9% | +312.8% | +226.5% |
| All | +589.7% | +282.9% | +306.8% | +226.5% |
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 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