+568.7%
NTAP vs WCC
+518.6%
+50.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.4% |
| 7D | -1.0% | +1.7% | -2.6% | -1.5% |
| 30D | -7.5% | -6.1% | -1.4% | -5.8% |
| 3M | +14.6% | +3.1% | +11.5% | +12.7% |
| 6M | +91.0% | +28.2% | +62.8% | +73.2% |
| YTD | +73.7% | +41.1% | +32.6% | +52.1% |
| 1Y | +51.2% | +61.3% | -10.1% | +26.3% |
| 3Y | +146.1% | +123.6% | +22.5% | +76.3% |
| 5Y | +122.8% | +214.8% | -91.9% | +35.3% |
| All | +568.7% | +518.6% | +50.1% | +202.9% |
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