+562.2%
NTAP vs WCC
+431.3%
+130.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -2.0% |
| 7D | +7.2% | +9.9% | -2.7% | +3.9% |
| 30D | -18.4% | -8.4% | -9.9% | -16.0% |
| 3M | -11.3% | -10.3% | -1.0% | -8.3% |
| 6M | +53.8% | -10.5% | +64.2% | +58.0% |
| YTD | +72.0% | +32.2% | +39.8% | +53.8% |
| 1Y | +68.0% | +25.5% | +42.5% | +52.8% |
| 3Y | +149.5% | +134.7% | +14.8% | +76.4% |
| 5Y | +125.6% | +139.9% | -14.3% | +49.9% |
| All | +562.2% | +431.3% | +130.9% | +231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling