+19,691.7%
NTAP vs WAT
+10,816.8%
+8,874.9%
-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 | -0.8% | -1.3% | +0.5% | -0.2% |
| 30D | -0.5% | +2.3% | -2.9% | -1.7% |
| 3M | +4.1% | +8.7% | -4.7% | +0.1% |
| 6M | +88.0% | +28.3% | +59.6% | +67.4% |
| YTD | +75.6% | +7.8% | +67.8% | +67.2% |
| 1Y | +58.9% | +36.6% | +22.3% | +36.1% |
| 3Y | +153.6% | +45.7% | +107.9% | +101.6% |
| 5Y | +127.6% | -3.3% | +131.0% | +110.6% |
| 10Y | +580.4% | +162.1% | +418.3% | +300.2% |
| All | +19,691.7% | +10,816.8% | +8,874.9% | +2,573.6% |
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 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