+562.2%
NTAP vs WU
-38.9%
+601.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.0% |
| 7D | +7.2% | -2.0% | +9.2% | +7.9% |
| 30D | -18.4% | +11.4% | -29.8% | -22.4% |
| 3M | -11.3% | -6.8% | -4.5% | -9.9% |
| 6M | +53.8% | -14.6% | +68.4% | +59.0% |
| YTD | +72.0% | -20.6% | +92.6% | +82.7% |
| 1Y | +68.0% | -15.4% | +83.4% | +73.1% |
| 3Y | +149.5% | -23.6% | +173.1% | +158.7% |
| 5Y | +125.6% | -43.4% | +169.0% | +164.4% |
| All | +562.2% | -38.9% | +601.1% | +597.0% |
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