+1,188.5%
WDC vs NTAP
+650.8%
+537.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.5% | -11.5% | -8.3% |
| 7D | -4.3% | +7.4% | -11.7% | -8.9% |
| 30D | -1.5% | -1.4% | -0.1% | -1.0% |
| 3M | -15.5% | +24.6% | -40.0% | -26.7% |
| 6M | +66.5% | +105.9% | -39.4% | +1.6% |
| YTD | +159.9% | +88.5% | +71.3% | +66.0% |
| 1Y | +366.0% | +62.1% | +303.9% | +228.3% |
| 3Y | +1,285.8% | +169.1% | +1,116.8% | +581.0% |
| 5Y | +925.6% | +141.9% | +783.7% | +435.9% |
| All | +1,188.5% | +650.8% | +537.8% | +246.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling