+5,270.3%
NTAP vs WCN
+8,080.5%
-2,810.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.5% |
| 7D | +7.2% | +2.6% | +4.6% | +6.4% |
| 30D | -18.4% | +23.9% | -42.3% | -23.8% |
| 3M | -11.3% | +17.4% | -28.7% | -15.9% |
| 6M | +53.8% | +28.0% | +25.8% | +41.3% |
| YTD | +72.0% | +11.6% | +60.4% | +64.4% |
| 1Y | +68.0% | +16.9% | +51.2% | +58.3% |
| 3Y | +149.5% | +51.6% | +97.9% | +115.1% |
| 5Y | +125.6% | +48.0% | +77.6% | +94.6% |
| 10Y | +583.1% | +322.6% | +260.6% | +338.8% |
| All | +5,270.3% | +8,080.5% | -2,810.3% | +1,992.6% |
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