+122.8%
NTAP vs WY
-22.3%
+145.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | +0.4% |
| 7D | -1.0% | -3.7% | +2.7% | +0.4% |
| 30D | -7.5% | -11.3% | +3.8% | -3.3% |
| 3M | +14.6% | -8.1% | +22.8% | +17.7% |
| 6M | +91.0% | -7.4% | +98.4% | +94.4% |
| YTD | +73.7% | -4.7% | +78.4% | +73.5% |
| 1Y | +51.2% | -9.2% | +60.4% | +54.1% |
| 3Y | +146.1% | -24.7% | +170.8% | +166.9% |
| 5Y | +122.8% | -21.6% | +144.4% | +143.9% |
| All | +122.8% | -22.3% | +145.2% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling