+324.8%
WM vs NTAP
+597.8%
-273.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.8% | +0.7% |
| 7D | +0.8% | -2.4% | +3.2% | +1.0% |
| 30D | +13.8% | -23.4% | +37.2% | +17.2% |
| 3M | +6.4% | -7.5% | +13.9% | +6.7% |
| 6M | +13.2% | +56.4% | -43.2% | +4.3% |
| YTD | +10.8% | +73.6% | -62.9% | 0.0% |
| 1Y | +20.2% | +68.4% | -48.2% | +8.9% |
| 3Y | +46.5% | +150.6% | -104.1% | +19.9% |
| 5Y | +61.3% | +122.5% | -61.2% | +33.4% |
| 10Y | +324.8% | +589.7% | -265.0% | +172.9% |
| All | +324.8% | +597.8% | -273.0% | +172.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling