+149.4%
NTAP vs WCC
+129.2%
+20.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.9% |
| 7D | +2.2% | +6.8% | -4.6% | 0.0% |
| 30D | -7.0% | -3.0% | -4.0% | -6.3% |
| 3M | +12.3% | +0.2% | +12.1% | +11.5% |
| 6M | +85.1% | +33.2% | +52.0% | +65.3% |
| YTD | +74.8% | +45.8% | +29.0% | +50.6% |
| 1Y | +52.7% | +68.4% | -15.7% | +24.8% |
| All | +149.4% | +129.2% | +20.2% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling