+18,710.3%
NTAP vs WAT
+12,580.5%
+6,129.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -7.8% | +3.4% | -11.1% | -8.9% |
| 30D | -25.8% | +9.6% | -35.4% | -28.4% |
| 3M | -11.2% | +15.5% | -26.7% | -16.5% |
| 6M | +49.9% | +33.9% | +16.0% | +32.3% |
| YTD | +66.9% | +25.2% | +41.7% | +49.4% |
| 1Y | +58.8% | +26.3% | +32.6% | +41.6% |
| 3Y | +140.8% | +85.8% | +55.0% | +73.6% |
| 5Y | +115.0% | +35.3% | +79.7% | +72.9% |
| 10Y | +570.8% | +231.8% | +339.0% | +259.5% |
| All | +18,710.3% | +12,580.5% | +6,129.8% | +2,288.5% |
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 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