+130.1%
NTAP vs WCC
+232.5%
-102.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.1% |
| 7D | +3.3% | +8.5% | -5.2% | +0.6% |
| 30D | -0.2% | -1.0% | +0.8% | -0.1% |
| 3M | +11.4% | +2.1% | +9.3% | +9.9% |
| 6M | +88.7% | +36.8% | +51.9% | +67.6% |
| YTD | +78.9% | +47.7% | +31.2% | +54.4% |
| 1Y | +58.8% | +66.5% | -7.7% | +31.3% |
| 3Y | +153.5% | +134.2% | +19.4% | +79.1% |
| All | +130.1% | +232.5% | -102.4% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling