+124.8%
NTAP vs WCN
+27.0%
+97.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -2.0% |
| 7D | +2.2% | -1.7% | +3.9% | +2.6% |
| 30D | -7.0% | -3.0% | -4.0% | -6.4% |
| 3M | +12.3% | +2.5% | +9.8% | +11.1% |
| 6M | +85.1% | -5.7% | +90.8% | +87.7% |
| YTD | +74.8% | -7.4% | +82.2% | +78.2% |
| 1Y | +52.7% | -8.6% | +61.3% | +56.1% |
| 3Y | +147.7% | +19.4% | +128.3% | +125.8% |
| 5Y | +124.8% | +27.2% | +97.6% | +94.0% |
| All | +124.8% | +27.0% | +97.7% | +94.0% |
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