+124.8%
NTAP vs WSM
+182.5%
-57.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +2.2% | +2.6% | -0.4% | +1.5% |
| 30D | -7.0% | -9.3% | +2.3% | -4.6% |
| 3M | +12.3% | +7.1% | +5.2% | +9.9% |
| 6M | +85.1% | +21.7% | +63.4% | +74.1% |
| YTD | +74.8% | +28.7% | +46.0% | +61.6% |
| 1Y | +52.7% | +13.9% | +38.8% | +45.7% |
| 3Y | +147.7% | +232.2% | -84.5% | +70.2% |
| 5Y | +124.8% | +176.4% | -51.6% | +51.8% |
| All | +124.8% | +182.5% | -57.7% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling