+562.2%
NTAP vs WY
+5.0%
+557.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.2% |
| 7D | +7.2% | -0.8% | +8.0% | +7.5% |
| 30D | -18.4% | +10.1% | -28.5% | -22.3% |
| 3M | -11.3% | -15.4% | +4.1% | -6.1% |
| 6M | +53.8% | -8.3% | +62.1% | +56.1% |
| YTD | +72.0% | -9.8% | +81.8% | +74.3% |
| 1Y | +68.0% | -3.9% | +71.9% | +65.2% |
| 3Y | +149.5% | -23.3% | +172.8% | +165.3% |
| 5Y | +125.6% | -31.2% | +156.8% | +150.4% |
| All | +562.2% | +5.0% | +557.2% | +490.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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