+18,710.3%
NTAP vs WWD
+18,173.8%
+536.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -7.8% | +0.4% | -8.2% | -7.8% |
| 30D | -25.8% | -0.4% | -25.4% | -25.7% |
| 3M | -11.2% | -6.1% | -5.1% | -9.3% |
| 6M | +49.9% | -9.5% | +59.5% | +53.5% |
| YTD | +66.9% | +10.8% | +56.1% | +56.1% |
| 1Y | +58.8% | +23.5% | +35.3% | +42.0% |
| 3Y | +140.8% | +151.3% | -10.4% | +61.5% |
| 5Y | +115.0% | +187.8% | -72.8% | +34.2% |
| 10Y | +570.8% | +461.1% | +109.7% | +204.3% |
| All | +18,710.3% | +18,173.8% | +536.5% | +2,305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling