+596.6%
NTAP vs WING
+685.5%
-89.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.1% | +0.5% |
| 7D | -7.8% | +5.0% | -12.7% | -8.3% |
| 30D | -25.8% | +38.7% | -64.5% | -29.3% |
| 3M | -11.2% | +44.7% | -56.0% | -16.2% |
| 6M | +49.9% | +31.5% | +18.4% | +42.5% |
| YTD | +66.9% | -28.4% | +95.3% | +70.4% |
| 1Y | +58.8% | -28.2% | +87.0% | +62.0% |
| 3Y | +140.8% | -18.4% | +159.2% | +133.9% |
| 5Y | +115.0% | +5.2% | +109.8% | +93.4% |
| 10Y | +570.8% | +699.8% | -129.0% | +339.5% |
| All | +596.6% | +685.5% | -89.0% | +343.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling