+68.1%
NTAP vs WAT
+32.9%
+35.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.2% |
| 7D | -16.1% | -1.9% | -14.1% | -15.4% |
| 30D | -15.9% | +6.2% | -22.2% | -17.4% |
| 3M | -1.2% | +18.1% | -19.3% | -6.5% |
| 6M | +70.1% | +54.9% | +15.2% | +48.7% |
| YTD | +77.9% | +23.1% | +54.8% | +64.9% |
| 1Y | +68.1% | +27.3% | +40.8% | +52.5% |
| All | +68.1% | +32.9% | +35.2% | +52.5% |
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