+131.4%
NTAP vs WCN
+48.2%
+83.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | +9.9% | +1.2% | +8.7% | +9.7% |
| 30D | -22.1% | +26.4% | -48.6% | -25.7% |
| 3M | -7.7% | +17.5% | -25.2% | -10.5% |
| 6M | +60.9% | +28.7% | +32.2% | +51.6% |
| YTD | +76.4% | +11.5% | +64.9% | +73.4% |
| 1Y | +69.3% | +15.9% | +53.5% | +64.5% |
| 3Y | +154.6% | +51.6% | +103.1% | +119.9% |
| 5Y | +131.4% | +47.9% | +83.5% | +99.1% |
| All | +131.4% | +48.2% | +83.3% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling