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  • NTAP vs WAT✓SelectedUSD · WATNTAP vs WAT performance historyLatest closeAs of+0.11%09/04
Stock and ETF performance explorer

NTAP vs WAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+19,691.7%
WAT return
+10,816.8%
Excess return
+8,874.9%
Maximum drawdown
-96.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWATExcessAlpha
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