+46.2%
WM vs NTAP
+135.3%
-89.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +1.2% | -15.1% | +16.3% | +0.9% |
| 30D | +13.1% | -28.1% | +41.2% | +12.5% |
| 3M | +3.6% | -11.4% | +15.1% | +3.2% |
| 6M | +8.1% | +52.2% | -44.1% | +6.8% |
| YTD | +8.9% | +60.4% | -51.5% | +7.2% |
| 1Y | +20.3% | +51.0% | -30.7% | +18.6% |
| 3Y | +46.2% | +135.6% | -89.4% | +43.1% |
| All | +46.2% | +135.3% | -89.1% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling