+1,787.1%
NTAP vs WCC
+1,713.7%
+73.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -1.2% |
| 7D | -0.8% | +4.5% | -5.2% | -2.3% |
| 30D | -0.5% | -5.8% | +5.3% | +1.3% |
| 3M | +4.1% | -3.7% | +7.7% | +4.7% |
| 6M | +88.0% | +23.1% | +64.9% | +71.6% |
| YTD | +75.6% | +44.2% | +31.4% | +51.3% |
| 1Y | +58.9% | +62.1% | -3.2% | +30.9% |
| 3Y | +153.6% | +121.1% | +32.5% | +78.1% |
| 5Y | +127.6% | +214.0% | -86.3% | +33.9% |
| 10Y | +580.4% | +472.8% | +107.6% | +186.2% |
| All | +1,787.1% | +1,713.7% | +73.4% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling