+18,710.3%
NTAP vs WAB
+7,186.0%
+11,524.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.8% |
| 7D | -7.8% | +4.0% | -11.8% | -9.2% |
| 30D | -25.8% | +6.3% | -32.1% | -27.7% |
| 3M | -11.2% | +3.3% | -14.5% | -12.4% |
| 6M | +49.9% | +14.5% | +35.5% | +40.5% |
| YTD | +66.9% | +42.7% | +24.2% | +41.4% |
| 1Y | +58.8% | +45.2% | +13.6% | +33.5% |
| 3Y | +140.8% | +173.8% | -32.9% | +53.5% |
| 5Y | +115.0% | +223.8% | -108.8% | +26.2% |
| 10Y | +570.8% | +280.5% | +290.3% | +237.8% |
| All | +18,710.3% | +7,186.0% | +11,524.3% | +2,425.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling