+554.0%
NTAP vs WU
-19.5%
+573.5%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.6% |
| 7D | -7.8% | +11.0% | -18.8% | -12.6% |
| 30D | -25.8% | +13.4% | -39.2% | -30.6% |
| 3M | -11.2% | +2.2% | -13.5% | -13.5% |
| 6M | +49.9% | -18.2% | +68.1% | +58.6% |
| YTD | +66.9% | -18.3% | +85.2% | +75.8% |
| 1Y | +58.8% | -12.2% | +71.0% | +61.2% |
| 3Y | +140.8% | -20.8% | +161.6% | +146.7% |
| 5Y | +115.0% | -42.6% | +157.6% | +150.4% |
| 10Y | +570.8% | -35.5% | +606.3% | +613.5% |
| All | +554.0% | -19.5% | +573.5% | +450.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling