+8,966.1%
WELL vs NTAP
+22,254.3%
-13,288.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.0% | -7.8% | +10.8% | +3.8% |
| 30D | +10.2% | -25.8% | +36.0% | +13.1% |
| 3M | +6.1% | -11.2% | +17.4% | +6.9% |
| 6M | +16.6% | +49.9% | -33.3% | +11.0% |
| YTD | +35.3% | +66.9% | -31.5% | +27.1% |
| 1Y | +31.5% | +58.8% | -27.4% | +24.0% |
| 3Y | +206.5% | +140.8% | +65.6% | +173.9% |
| 5Y | +222.0% | +115.0% | +107.0% | +189.6% |
| 10Y | +473.8% | +570.8% | -97.0% | +357.7% |
| All | +8,966.1% | +22,254.3% | -13,288.2% | +5,608.1% |
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