+105.6%
NTAP vs WAT
+32.4%
+73.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -15.1% | -1.1% | -14.0% | -14.6% |
| 30D | -28.1% | +5.0% | -33.0% | -29.0% |
| 3M | -11.4% | +14.5% | -25.9% | -15.3% |
| 6M | +52.2% | +30.9% | +21.3% | +39.3% |
| YTD | +60.4% | +20.5% | +39.9% | +49.4% |
| 1Y | +51.0% | +23.3% | +27.7% | +39.5% |
| 3Y | +135.6% | +81.5% | +54.1% | +82.3% |
| All | +105.6% | +32.4% | +73.2% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling