+131.1%
NTAP vs WST
-25.7%
+156.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | -0.5% | -3.1% | +2.6% | -0.1% |
| 3M | +4.1% | +7.2% | -3.1% | +2.8% |
| 6M | +88.0% | +36.8% | +51.1% | +78.5% |
| YTD | +75.6% | +23.8% | +51.7% | +69.1% |
| 1Y | +58.9% | +37.8% | +21.1% | +50.5% |
| 3Y | +153.6% | -15.9% | +169.5% | +152.6% |
| All | +131.1% | -25.7% | +156.7% | +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 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