+17,983.5%
NTAP vs WAT
+12,102.7%
+5,880.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | -15.1% | -1.1% | -14.0% | -14.5% |
| 30D | -28.1% | +5.0% | -33.0% | -29.4% |
| 3M | -11.4% | +14.5% | -25.9% | -16.4% |
| 6M | +52.2% | +30.9% | +21.3% | +35.6% |
| YTD | +60.4% | +20.5% | +39.9% | +45.9% |
| 1Y | +51.0% | +23.3% | +27.7% | +35.9% |
| 3Y | +135.6% | +81.5% | +54.1% | +71.4% |
| 5Y | +107.5% | +33.4% | +74.1% | +67.8% |
| 10Y | +608.6% | +231.5% | +377.1% | +280.1% |
| All | +17,983.5% | +12,102.7% | +5,880.8% | +2,233.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling