+589.7%
NTAP vs WU
-40.9%
+630.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.0% |
| 7D | +2.2% | -4.9% | +7.1% | +4.3% |
| 30D | -7.0% | -1.3% | -5.8% | -6.7% |
| 3M | +12.3% | -3.6% | +15.9% | +11.5% |
| 6M | +85.1% | -24.3% | +109.5% | +103.5% |
| YTD | +74.8% | -21.1% | +95.9% | +88.3% |
| 1Y | +52.7% | -10.3% | +63.0% | +53.6% |
| 3Y | +147.7% | -28.4% | +176.0% | +167.1% |
| 5Y | +124.8% | -51.2% | +176.0% | +189.8% |
| 10Y | +589.7% | -39.6% | +629.4% | +632.4% |
| All | +589.7% | -40.9% | +630.6% | +632.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling