+19,691.7%
NTAP vs WSM
+14,358.7%
+5,333.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.5% |
| 7D | -0.8% | -3.3% | +2.5% | +0.1% |
| 30D | -0.5% | -8.4% | +7.8% | +1.8% |
| 3M | +4.1% | +9.7% | -5.6% | +1.1% |
| 6M | +88.0% | +16.7% | +71.3% | +78.7% |
| YTD | +75.6% | +28.7% | +46.9% | +62.2% |
| 1Y | +58.9% | +13.7% | +45.3% | +51.7% |
| 3Y | +153.6% | +230.1% | -76.5% | +71.8% |
| 5Y | +127.6% | +179.0% | -51.3% | +55.1% |
| 10Y | +580.4% | +1,002.5% | -422.2% | +185.4% |
| All | +19,691.7% | +14,358.7% | +5,333.1% | +3,015.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling