+68.0%
NTAP vs WSM
+34.6%
+33.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.8% |
| 7D | +7.2% | 0.0% | +7.2% | +7.1% |
| 30D | -18.4% | +5.1% | -23.5% | -19.1% |
| 3M | -11.3% | +5.1% | -16.4% | -12.1% |
| 6M | +53.8% | +48.6% | +5.2% | +38.0% |
| YTD | +72.0% | +44.2% | +27.8% | +58.3% |
| 1Y | +68.0% | +38.1% | +29.9% | +56.6% |
| All | +68.0% | +34.6% | +33.4% | +56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling