+625.8%
NTAP vs WSM
+1,071.8%
-446.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +8.2% |
| 7D | +7.4% | -0.5% | +7.9% | +7.5% |
| 30D | -1.4% | -7.7% | +6.3% | +0.8% |
| 3M | +24.6% | +3.8% | +20.8% | +23.1% |
| 6M | +105.9% | +22.7% | +83.2% | +93.6% |
| YTD | +88.5% | +28.0% | +60.5% | +75.0% |
| 1Y | +62.1% | +12.7% | +49.4% | +55.4% |
| 3Y | +169.1% | +231.3% | -62.2% | +86.3% |
| 5Y | +141.9% | +177.2% | -35.3% | +68.5% |
| All | +625.8% | +1,071.8% | -446.0% | +237.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling