+147.9%
NTAP vs WSM
+226.4%
-78.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.2% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -7.5% | -10.7% | +3.2% | -4.8% |
| 3M | +14.6% | +8.5% | +6.1% | +11.9% |
| 6M | +91.0% | +19.6% | +71.4% | +80.9% |
| YTD | +73.7% | +26.6% | +47.1% | +62.0% |
| 1Y | +51.2% | +12.0% | +39.3% | +45.3% |
| All | +147.9% | +226.4% | -78.6% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling