+141.0%
WBD vs NTAP
+146.1%
-5.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | -1.7% | +2.2% | -3.9% | -2.3% |
| 30D | +3.9% | -7.0% | +10.9% | +5.8% |
| 3M | +5.1% | +12.3% | -7.2% | +1.2% |
| 6M | +0.6% | +85.1% | -84.5% | -19.5% |
| YTD | -3.2% | +74.8% | -77.9% | -21.2% |
| 1Y | +127.7% | +52.7% | +75.0% | +95.6% |
| All | +141.0% | +146.1% | -5.1% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 3y: compounded portfolio wealth divided by compounded NTAP 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…
3y analysis · Full analysis span regression · 6 months rolling