+149.5%
NTAP vs WST
+24.3%
+125.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.6% |
| 7D | +7.2% | +4.2% | +3.0% | +6.9% |
| 30D | -18.4% | +11.2% | -29.6% | -19.0% |
| 3M | -11.3% | +20.4% | -31.7% | -12.5% |
| 6M | +53.8% | +37.9% | +15.9% | +49.9% |
| YTD | +72.0% | +51.8% | +20.2% | +65.7% |
| 1Y | +68.0% | +56.6% | +11.4% | +61.6% |
| 3Y | +149.5% | +24.2% | +125.3% | +142.8% |
| All | +149.5% | +24.3% | +125.2% | +142.8% |
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