+326.4%
WM vs NTAP
+575.4%
-249.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +1.2% | -7.8% | +8.9% | +2.1% |
| 30D | +13.7% | -25.8% | +39.5% | +17.5% |
| 3M | +5.2% | -11.2% | +16.5% | +6.0% |
| 6M | +11.2% | +49.9% | -38.7% | +3.0% |
| YTD | +9.4% | +66.9% | -57.4% | -0.8% |
| 1Y | +20.4% | +58.8% | -38.5% | +9.9% |
| 3Y | +44.7% | +140.8% | -96.1% | +19.0% |
| 5Y | +58.5% | +115.0% | -56.5% | +31.5% |
| 10Y | +326.4% | +570.8% | -244.4% | +173.4% |
| All | +326.4% | +575.4% | -249.1% | +173.4% |
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