+136.7%
NTAP vs WEC
+34.9%
+101.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.8% |
| 7D | +3.3% | +0.8% | +2.4% | +3.2% |
| 30D | -0.2% | +0.3% | -0.5% | -0.2% |
| 3M | +11.4% | -2.9% | +14.3% | +11.5% |
| 6M | +88.7% | -5.9% | +94.6% | +89.2% |
| YTD | +78.9% | +4.1% | +74.8% | +77.9% |
| 1Y | +58.8% | +3.1% | +55.7% | +57.8% |
| 3Y | +153.5% | +40.8% | +112.8% | +141.4% |
| 5Y | +136.7% | +31.7% | +105.0% | +119.2% |
| All | +136.7% | +34.9% | +101.8% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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