+136.7%
NTAP vs WAT
-4.5%
+141.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.4% |
| 7D | +3.3% | -0.7% | +4.0% | +3.5% |
| 30D | -0.2% | -1.0% | +0.8% | 0.0% |
| 3M | +11.4% | +10.9% | +0.5% | +7.3% |
| 6M | +88.7% | +33.2% | +55.5% | +70.8% |
| YTD | +78.9% | +6.1% | +72.8% | +73.5% |
| 1Y | +58.8% | +30.2% | +28.6% | +43.4% |
| 3Y | +153.5% | +52.9% | +100.7% | +107.8% |
| 5Y | +136.7% | -5.1% | +141.9% | +129.5% |
| All | +136.7% | -4.5% | +141.2% | +129.5% |
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 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