+68.0%
NTAP vs WAT
+20.2%
+47.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +7.2% | +0.6% | +6.6% | +6.9% |
| 30D | -18.4% | +5.4% | -23.8% | -19.4% |
| 3M | -11.3% | +11.3% | -22.6% | -14.2% |
| 6M | +53.8% | +37.4% | +16.3% | +39.6% |
| YTD | +72.0% | +21.2% | +50.8% | +60.4% |
| 1Y | +68.0% | +21.3% | +46.7% | +56.6% |
| All | +68.0% | +20.2% | +47.8% | +56.6% |
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