+204.5%
WELL vs NTAP
+153.4%
+51.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.4% |
| 7D | -1.3% | +3.3% | -4.6% | -1.3% |
| 30D | +0.5% | -0.2% | +0.7% | +0.5% |
| 3M | +19.1% | +11.4% | +7.7% | +19.0% |
| 6M | +17.0% | +88.7% | -71.7% | +14.3% |
| YTD | +29.2% | +78.9% | -49.7% | +26.6% |
| 1Y | +42.1% | +58.8% | -16.7% | +40.1% |
| 3Y | +204.5% | +153.5% | +51.0% | +181.9% |
| All | +204.5% | +153.4% | +51.1% | +181.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling