+73.5%
NTAP vs WETO
-99.4%
+172.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -5.4% | +14.0% | +8.6% |
| 7D | +7.4% | -4.3% | +11.7% | +7.4% |
| 30D | -1.4% | -39.9% | +38.5% | -2.5% |
| 3M | +24.6% | -97.9% | +122.5% | +25.1% |
| 6M | +105.9% | -95.0% | +200.9% | +102.4% |
| YTD | +88.5% | -97.2% | +185.7% | +85.1% |
| 1Y | +62.1% | -98.9% | +161.0% | +58.4% |
| All | +73.5% | -99.4% | +172.9% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 10y: compounded portfolio wealth divided by compounded WETO 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…
10y analysis · Full analysis span regression · 6 months rolling