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  • NTAP vs WAT✓SelectedUSD · WATNTAP vs WAT performance historyLatest closeAs of+1.91%09/08
Stock and ETF performance explorer

NTAP vs WAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+136.7%
WAT return
-4.5%
Excess return
+141.2%
Maximum drawdown
-42.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioWATExcessAlpha
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