+115.0%
NTAP vs WU
-41.3%
+156.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | -7.8% | +11.0% | -18.8% | -10.1% |
| 30D | -25.8% | +13.4% | -39.2% | -28.1% |
| 3M | -11.2% | +2.2% | -13.5% | -12.1% |
| 6M | +49.9% | -18.2% | +68.1% | +56.0% |
| YTD | +66.9% | -18.3% | +85.2% | +73.3% |
| 1Y | +58.8% | -12.2% | +71.0% | +61.3% |
| 3Y | +140.8% | -20.8% | +161.6% | +145.2% |
| 5Y | +115.0% | -42.6% | +157.6% | +141.0% |
| All | +115.0% | -41.3% | +156.3% | +141.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling