+589.7%
NTAP vs WWD
+468.3%
+121.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.7% | +3.5% |
| 7D | -2.4% | +3.7% | -6.2% | -3.7% |
| 30D | -23.4% | +1.8% | -25.2% | -24.0% |
| 3M | -7.5% | -5.0% | -2.6% | -5.8% |
| 6M | +56.4% | -8.4% | +64.8% | +59.5% |
| YTD | +73.6% | +12.3% | +61.4% | +60.3% |
| 1Y | +68.4% | +26.2% | +42.1% | +47.2% |
| 3Y | +150.6% | +154.6% | -4.0% | +59.4% |
| 5Y | +122.5% | +195.3% | -72.8% | +29.5% |
| 10Y | +589.7% | +466.3% | +123.4% | +198.3% |
| All | +589.7% | +468.3% | +121.4% | +198.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling