+5,409.7%
NTAP vs WCN
+8,078.4%
-2,668.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +9.9% | +1.2% | +8.7% | +9.5% |
| 30D | -22.1% | +26.4% | -48.6% | -27.7% |
| 3M | -7.7% | +17.5% | -25.2% | -12.5% |
| 6M | +60.9% | +28.7% | +32.2% | +47.7% |
| YTD | +76.4% | +11.5% | +64.9% | +68.7% |
| 1Y | +69.3% | +15.9% | +53.5% | +59.9% |
| 3Y | +154.6% | +51.6% | +103.1% | +119.6% |
| 5Y | +131.4% | +47.9% | +83.5% | +99.7% |
| 10Y | +600.9% | +322.5% | +278.4% | +350.2% |
| All | +5,409.7% | +8,078.4% | -2,668.7% | +2,047.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling