+625.8%
NTAP vs WCN
+235.9%
+389.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.4% | +8.5% |
| 7D | +7.4% | -3.1% | +10.5% | +9.0% |
| 30D | -1.4% | -3.4% | +2.0% | +0.2% |
| 3M | +24.6% | +3.0% | +21.6% | +22.0% |
| 6M | +105.9% | -3.8% | +109.6% | +106.9% |
| YTD | +88.5% | -8.3% | +96.8% | +94.5% |
| 1Y | +62.1% | -9.7% | +71.8% | +67.9% |
| 3Y | +169.1% | +17.2% | +151.9% | +134.2% |
| 5Y | +141.9% | +25.3% | +116.6% | +97.3% |
| All | +625.8% | +235.9% | +389.9% | +244.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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