+589.7%
NTAP vs WAT
+156.2%
+433.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | +2.2% | -1.8% | +4.0% | +3.0% |
| 30D | -7.0% | -1.7% | -5.3% | -6.6% |
| 3M | +12.3% | +9.1% | +3.2% | +7.8% |
| 6M | +85.1% | +32.4% | +52.7% | +62.7% |
| YTD | +74.8% | +6.6% | +68.2% | +67.3% |
| 1Y | +52.7% | +34.7% | +18.0% | +31.2% |
| 3Y | +147.7% | +53.6% | +94.1% | +88.1% |
| 5Y | +124.8% | -4.1% | +128.9% | +111.8% |
| 10Y | +589.7% | +167.9% | +421.9% | +272.4% |
| All | +589.7% | +156.2% | +433.5% | +272.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling