+53.9%
WM vs NTAP
+128.6%
-74.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | -0.8% | +0.5% | -0.3% |
| 30D | -2.4% | -0.5% | -1.8% | -2.4% |
| 3M | +0.4% | +4.1% | -3.6% | +0.2% |
| 6M | -9.5% | +88.0% | -97.4% | -13.6% |
| YTD | +0.5% | +75.6% | -75.1% | -3.7% |
| 1Y | -1.1% | +58.9% | -60.0% | -4.5% |
| 3Y | +46.0% | +153.6% | -107.5% | +31.1% |
| All | +53.9% | +128.6% | -74.7% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling