+58.9%
NTAP vs WAT
+41.4%
+17.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -0.8% | -1.3% | +0.5% | -0.4% |
| 30D | -0.5% | +2.3% | -2.9% | -1.3% |
| 3M | +4.1% | +8.7% | -4.7% | +1.3% |
| 6M | +88.0% | +28.3% | +59.6% | +75.4% |
| YTD | +75.6% | +7.8% | +67.8% | +69.5% |
| 1Y | +58.9% | +36.6% | +22.3% | +49.5% |
| All | +58.9% | +41.4% | +17.5% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling