+820.4%
NTAP vs WPM
+5,967.5%
-5,147.1%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -0.8% | +1.1% | -1.8% | -0.9% |
| 30D | -0.5% | +26.4% | -26.9% | -4.3% |
| 3M | +4.1% | +20.8% | -16.8% | +0.6% |
| 6M | +88.0% | +1.1% | +86.8% | +85.5% |
| YTD | +75.6% | +32.5% | +43.1% | +65.8% |
| 1Y | +58.9% | +51.5% | +7.4% | +46.5% |
| 3Y | +153.6% | +267.0% | -113.4% | +101.3% |
| 5Y | +127.6% | +250.1% | -122.5% | +79.4% |
| 10Y | +580.4% | +540.4% | +40.0% | +364.1% |
| All | +820.4% | +5,967.5% | -5,147.1% | +260.9% |
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