+153.5%
NTAP vs WCN
+19.6%
+133.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +3.3% | -0.4% | +3.7% | +3.3% |
| 30D | -0.2% | -2.1% | +1.9% | 0.0% |
| 3M | +11.4% | +6.4% | +5.0% | +10.1% |
| 6M | +88.7% | -3.7% | +92.4% | +90.7% |
| YTD | +78.9% | -6.4% | +85.3% | +81.6% |
| 1Y | +58.8% | -7.9% | +66.8% | +61.8% |
| 3Y | +153.5% | +20.8% | +132.7% | +145.1% |
| All | +153.5% | +19.6% | +133.9% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling