+114.2%
NTAP vs WWD
+190.4%
-76.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.9% | -0.8% | +2.4% |
| 7D | -5.0% | +4.2% | -9.1% | -6.1% |
| 30D | -25.8% | -0.8% | -25.0% | -25.6% |
| 3M | -6.9% | -8.2% | +1.3% | -4.3% |
| 6M | +50.0% | -9.8% | +59.8% | +53.4% |
| YTD | +66.9% | +10.4% | +56.5% | +55.1% |
| 1Y | +58.3% | +25.5% | +32.8% | +38.7% |
| 3Y | +145.1% | +155.8% | -10.7% | +55.5% |
| 5Y | +114.2% | +187.3% | -73.1% | +23.0% |
| All | +114.2% | +190.4% | -76.2% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling