+336.4%
WM vs NTAP
+591.8%
-255.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +1.2% | -15.1% | +16.3% | +3.1% |
| 30D | +13.1% | -28.1% | +41.2% | +17.4% |
| 3M | +3.6% | -11.4% | +15.1% | +4.4% |
| 6M | +8.1% | +52.2% | -44.1% | -0.3% |
| YTD | +8.9% | +60.4% | -51.5% | -0.8% |
| 1Y | +20.3% | +51.0% | -30.7% | +10.6% |
| 3Y | +46.2% | +135.6% | -89.4% | +20.4% |
| 5Y | +59.9% | +107.5% | -47.6% | +33.2% |
| All | +336.4% | +591.8% | -255.4% | +178.1% |
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 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