+625.8%
NTAP vs WY
+7.6%
+618.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.2% | +8.4% |
| 7D | +7.4% | -4.2% | +11.5% | +9.3% |
| 30D | -1.4% | -10.1% | +8.7% | +3.0% |
| 3M | +24.6% | -8.5% | +33.1% | +28.5% |
| 6M | +105.9% | -3.3% | +109.2% | +106.3% |
| YTD | +88.5% | -4.4% | +92.9% | +88.7% |
| 1Y | +62.1% | -11.5% | +73.6% | +67.6% |
| 3Y | +169.1% | -24.3% | +193.4% | +191.9% |
| 5Y | +141.9% | -21.3% | +163.2% | +155.1% |
| All | +625.8% | +7.6% | +618.2% | +519.7% |
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