+68.1%
NTAP vs WWD
+27.2%
+40.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.4% |
| 7D | -16.1% | +7.3% | -23.4% | -16.6% |
| 30D | -15.9% | -2.0% | -14.0% | -15.7% |
| 3M | -1.2% | -12.6% | +11.3% | -0.3% |
| 6M | +70.1% | -8.4% | +78.5% | +70.6% |
| YTD | +77.9% | +8.2% | +69.7% | +72.0% |
| 1Y | +68.1% | +26.5% | +41.6% | +56.2% |
| All | +68.1% | +27.2% | +40.9% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling