+8,515.7%
WELL vs NTAP
+23,420.6%
-14,904.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | -0.1% | -0.5% | +0.5% | -0.1% |
| 3M | +18.0% | +4.1% | +14.0% | +17.3% |
| 6M | +15.0% | +88.0% | -73.0% | +7.3% |
| YTD | +28.6% | +75.6% | -47.0% | +20.6% |
| 1Y | +42.9% | +58.9% | -16.0% | +35.2% |
| 3Y | +203.0% | +153.6% | +49.4% | +170.5% |
| 5Y | +206.9% | +127.6% | +79.2% | +175.4% |
| 10Y | +339.5% | +580.4% | -240.9% | +251.1% |
| All | +8,515.7% | +23,420.6% | -14,904.9% | +5,318.2% |
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