+19,691.7%
NTAP vs WAB
+6,690.7%
+13,001.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -0.8% | -3.2% | +2.4% | +0.6% |
| 30D | -0.5% | -4.4% | +3.9% | +1.4% |
| 3M | +4.1% | +7.9% | -3.8% | +0.2% |
| 6M | +88.0% | +8.7% | +79.2% | +79.0% |
| YTD | +75.6% | +33.0% | +42.6% | +53.3% |
| 1Y | +58.9% | +46.7% | +12.3% | +32.8% |
| 3Y | +153.6% | +153.0% | +0.6% | +66.7% |
| 5Y | +127.6% | +222.3% | -94.6% | +33.9% |
| 10Y | +580.4% | +291.0% | +289.4% | +238.2% |
| All | +19,691.7% | +6,690.7% | +13,001.0% | +2,637.8% |
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