+19,691.7%
NTAP vs WWD
+18,835.0%
+856.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -0.8% | +1.3% | -2.1% | -1.2% |
| 30D | -0.5% | -7.2% | +6.6% | +2.2% |
| 3M | +4.1% | -3.8% | +7.9% | +4.7% |
| 6M | +88.0% | -9.9% | +97.9% | +91.5% |
| YTD | +75.6% | +14.8% | +60.8% | +62.3% |
| 1Y | +58.9% | +42.1% | +16.8% | +34.6% |
| 3Y | +153.6% | +170.8% | -17.2% | +65.4% |
| 5Y | +127.6% | +197.5% | -69.9% | +40.3% |
| 10Y | +580.4% | +477.8% | +102.6% | +205.3% |
| All | +19,691.7% | +18,835.0% | +856.7% | +2,400.6% |
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