+222.0%
WELL vs NTAP
+114.4%
+107.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.0% | -7.8% | +10.8% | +3.6% |
| 30D | +10.2% | -25.8% | +36.0% | +12.6% |
| 3M | +6.1% | -11.2% | +17.4% | +6.6% |
| 6M | +16.6% | +49.9% | -33.3% | +9.7% |
| YTD | +35.3% | +66.9% | -31.5% | +25.0% |
| 1Y | +31.5% | +58.8% | -27.4% | +22.2% |
| 3Y | +206.5% | +140.8% | +65.6% | +147.6% |
| 5Y | +222.0% | +115.0% | +107.0% | +162.3% |
| All | +222.0% | +114.4% | +107.5% | +162.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling