+5,382.8%
NTAP vs WCN
+6,839.3%
-1,456.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -0.8% | -0.6% | -0.1% | -0.6% |
| 30D | -0.5% | +0.4% | -1.0% | -0.7% |
| 3M | +4.1% | +7.3% | -3.2% | +1.5% |
| 6M | +88.0% | -2.5% | +90.5% | +87.9% |
| YTD | +75.6% | -5.4% | +80.9% | +77.2% |
| 1Y | +58.9% | -8.5% | +67.4% | +61.6% |
| 3Y | +153.6% | +20.8% | +132.8% | +135.0% |
| 5Y | +127.6% | +30.0% | +97.6% | +105.1% |
| 10Y | +580.4% | +238.4% | +342.0% | +368.5% |
| All | +5,382.8% | +6,839.3% | -1,456.5% | +2,156.0% |
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 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