+19,691.7%
NTAP vs WY
+299.6%
+19,392.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -0.8% | -1.7% | +1.0% | 0.0% |
| 30D | -0.5% | -10.1% | +9.6% | +4.2% |
| 3M | +4.1% | -5.1% | +9.2% | +5.8% |
| 6M | +88.0% | -4.8% | +92.7% | +89.7% |
| YTD | +75.6% | -0.2% | +75.8% | +72.5% |
| 1Y | +58.9% | -6.6% | +65.5% | +60.4% |
| 3Y | +153.6% | -22.7% | +176.3% | +173.1% |
| 5Y | +127.6% | -22.2% | +149.9% | +141.5% |
| 10Y | +580.4% | +7.3% | +573.1% | +469.4% |
| All | +19,691.7% | +299.6% | +19,392.2% | +7,183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling