+42.9%
WELL vs NTAP
+61.4%
-18.5%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.0% |
| 7D | -0.8% | -0.8% | 0.0% | -0.9% |
| 30D | -0.1% | -0.5% | +0.5% | 0.0% |
| 3M | +18.0% | +4.1% | +14.0% | +18.7% |
| 6M | +15.0% | +88.0% | -73.0% | +16.9% |
| YTD | +28.6% | +75.6% | -47.0% | +31.0% |
| 1Y | +42.9% | +58.9% | -16.0% | +45.3% |
| All | +42.9% | +61.4% | -18.5% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling