+589.7%
NTAP vs WCC
+453.1%
+136.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.3% | +0.7% | +2.9% |
| 7D | -2.4% | +3.3% | -5.7% | -3.4% |
| 30D | -23.4% | -9.4% | -14.0% | -20.9% |
| 3M | -7.5% | -10.5% | +3.0% | -4.3% |
| 6M | +56.4% | -10.4% | +66.8% | +60.6% |
| YTD | +73.6% | +34.4% | +39.2% | +54.4% |
| 1Y | +68.4% | +27.7% | +40.7% | +52.2% |
| 3Y | +150.6% | +137.9% | +12.6% | +76.3% |
| 5Y | +122.5% | +147.0% | -24.6% | +46.3% |
| 10Y | +589.7% | +442.5% | +147.2% | +241.3% |
| All | +589.7% | +453.1% | +136.6% | +241.3% |
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