+127.9%
NTAP vs WST
+1.0%
+127.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.7% |
| 7D | +7.2% | +4.2% | +3.0% | +6.6% |
| 30D | -18.4% | +11.2% | -29.6% | -19.6% |
| 3M | -11.3% | +20.4% | -31.7% | -13.7% |
| 6M | +53.8% | +37.9% | +15.9% | +46.3% |
| YTD | +72.0% | +51.8% | +20.2% | +60.7% |
| 1Y | +68.0% | +56.6% | +11.4% | +56.3% |
| 3Y | +149.5% | +24.2% | +125.3% | +129.3% |
| All | +127.9% | +1.0% | +127.0% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling