+568.7%
NTAP vs WWD
+490.2%
+78.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.1% |
| 7D | -1.0% | -2.9% | +1.9% | +0.1% |
| 30D | -7.5% | -6.6% | -0.9% | -5.1% |
| 3M | +14.6% | -9.3% | +23.9% | +18.0% |
| 6M | +91.0% | -13.6% | +104.6% | +97.8% |
| YTD | +73.7% | +10.4% | +63.3% | +61.5% |
| 1Y | +51.2% | +39.9% | +11.4% | +26.3% |
| 3Y | +146.1% | +165.0% | -18.9% | +53.8% |
| 5Y | +122.8% | +183.8% | -61.0% | +31.8% |
| All | +568.7% | +490.2% | +78.4% | +186.3% |
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