+10,574.4%
WDC vs NTAP
+23,420.6%
-12,846.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.7% | +5.8% |
| 7D | +1.7% | -0.8% | +2.5% | +2.0% |
| 30D | -10.0% | -0.5% | -9.4% | -9.8% |
| 3M | -18.8% | +4.1% | -22.8% | -19.6% |
| 6M | +79.0% | +88.0% | -8.9% | +41.4% |
| YTD | +171.6% | +75.6% | +96.0% | +118.7% |
| 1Y | +417.4% | +58.9% | +358.5% | +331.9% |
| 3Y | +1,251.8% | +153.6% | +1,098.2% | +857.3% |
| 5Y | +911.7% | +127.6% | +784.0% | +651.2% |
| 10Y | +1,399.6% | +580.4% | +819.3% | +667.9% |
| All | +10,574.4% | +23,420.6% | -12,846.2% | +1,794.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling