+135.6%
NTAP vs WST
+19.1%
+116.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | -15.1% | -3.1% | -12.0% | -14.8% |
| 30D | -28.1% | +9.1% | -37.2% | -28.5% |
| 3M | -11.4% | +14.7% | -26.1% | -12.3% |
| 6M | +52.2% | +28.0% | +24.2% | +49.3% |
| YTD | +60.4% | +45.6% | +14.8% | +55.1% |
| 1Y | +51.0% | +45.7% | +5.3% | +45.9% |
| 3Y | +135.6% | +21.1% | +114.5% | +127.0% |
| All | +135.6% | +19.1% | +116.5% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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