+124.8%
NTAP vs WPM
+261.4%
-136.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | +2.2% | +3.9% | -1.7% | +1.8% |
| 30D | -7.0% | +17.7% | -24.7% | -8.9% |
| 3M | +12.3% | +39.4% | -27.1% | +7.5% |
| 6M | +85.1% | +6.4% | +78.7% | +82.4% |
| YTD | +74.8% | +34.0% | +40.8% | +66.6% |
| 1Y | +52.7% | +50.5% | +2.2% | +42.8% |
| 3Y | +147.7% | +280.3% | -132.6% | +95.7% |
| 5Y | +124.8% | +266.3% | -141.5% | +71.7% |
| All | +124.8% | +261.4% | -136.6% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling