+136.7%
NTAP vs WAB
+231.1%
-94.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +3.3% | +1.7% | +1.6% | +2.4% |
| 30D | -0.2% | -2.4% | +2.2% | +1.1% |
| 3M | +11.4% | +9.7% | +1.7% | +5.3% |
| 6M | +88.7% | +16.5% | +72.2% | +70.5% |
| YTD | +78.9% | +33.7% | +45.2% | +48.8% |
| 1Y | +58.8% | +49.7% | +9.1% | +23.3% |
| 3Y | +153.5% | +170.9% | -17.4% | +39.4% |
| 5Y | +136.7% | +228.0% | -91.3% | +13.7% |
| All | +136.7% | +231.1% | -94.3% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling