+6,653.3%
WDC vs NTAP
+22,937.7%
-16,284.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.5% | -2.5% | -4.1% |
| 7D | +12.1% | +7.2% | +4.9% | +9.5% |
| 30D | -18.8% | -18.4% | -0.4% | -11.9% |
| 3M | -39.3% | -11.3% | -28.0% | -36.5% |
| 6M | -40.1% | +53.8% | -93.9% | -49.1% |
| YTD | +71.8% | +72.0% | -0.2% | +39.7% |
| 1Y | +88.5% | +68.0% | +20.4% | +54.8% |
| 3Y | +770.0% | +149.5% | +620.5% | +521.1% |
| 5Y | +549.0% | +125.6% | +423.5% | +384.9% |
| 10Y | +650.3% | +583.1% | +67.2% | +285.0% |
| All | +6,653.3% | +22,937.7% | -16,284.3% | +1,110.2% |
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 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