+642.9%
WDC vs NTAP
+583.1%
+59.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.5% | -2.5% | -3.4% |
| 7D | +12.1% | +7.2% | +4.9% | +7.6% |
| 30D | -18.8% | -18.4% | -0.4% | -6.7% |
| 3M | -39.3% | -11.3% | -28.0% | -34.7% |
| 6M | -40.1% | +53.8% | -93.9% | -55.8% |
| YTD | +71.8% | +72.0% | -0.2% | +16.4% |
| 1Y | +88.5% | +68.0% | +20.4% | +29.9% |
| 3Y | +770.0% | +149.5% | +620.5% | +347.8% |
| 5Y | +549.0% | +125.6% | +423.5% | +254.9% |
| All | +642.9% | +583.1% | +59.7% | +108.8% |
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