+801.5%
NTAP vs WPM
+5,046.3%
-4,244.8%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | +7.2% | -3.6% | +10.8% | +7.7% |
| 30D | -18.4% | +1.4% | -19.8% | -18.7% |
| 3M | -11.3% | -0.2% | -11.1% | -11.8% |
| 6M | +53.8% | -7.3% | +61.1% | +53.9% |
| YTD | +72.0% | +12.3% | +59.6% | +65.8% |
| 1Y | +68.0% | +24.9% | +43.1% | +59.3% |
| 3Y | +149.5% | +210.4% | -60.9% | +102.6% |
| 5Y | +125.6% | +210.4% | -84.8% | +80.5% |
| 10Y | +583.1% | +731.7% | -148.5% | +346.5% |
| All | +801.5% | +5,046.3% | -4,244.8% | +261.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling