+606.1%
NTAP vs WING
+354.6%
+251.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +3.3% | -0.1% | +3.4% | +3.2% |
| 30D | -0.2% | -6.0% | +5.8% | +0.3% |
| 3M | +11.4% | -23.5% | +34.9% | +14.5% |
| 6M | +88.7% | -52.0% | +140.7% | +105.7% |
| YTD | +78.9% | -53.8% | +132.7% | +94.7% |
| 1Y | +58.8% | -63.8% | +122.6% | +78.4% |
| 3Y | +153.5% | -30.8% | +184.3% | +151.9% |
| 5Y | +136.7% | -34.3% | +171.0% | +126.8% |
| All | +606.1% | +354.6% | +251.5% | +417.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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