+153.5%
NTAP vs WPM
+279.1%
-125.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +3.3% | +7.0% | -3.8% | +2.7% |
| 30D | -0.2% | +15.7% | -15.9% | -1.6% |
| 3M | +11.4% | +35.2% | -23.8% | +7.9% |
| 6M | +88.7% | +6.1% | +82.6% | +86.5% |
| YTD | +78.9% | +32.6% | +46.4% | +72.4% |
| 1Y | +58.8% | +46.9% | +11.9% | +51.0% |
| 3Y | +153.5% | +276.3% | -122.8% | +100.5% |
| All | +153.5% | +279.1% | -125.5% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 3y: compounded portfolio wealth divided by compounded WPM 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…
3y analysis · Full analysis span regression · 6 months rolling