+2,080.5%
WM vs NTAP
+21,414.7%
-19,334.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.7% | +10.9% | +2.1% |
| 7D | +4.5% | -22.5% | +26.9% | +6.9% |
| 30D | +16.1% | -25.7% | +41.8% | +19.0% |
| 3M | +8.0% | -9.0% | +17.1% | +8.5% |
| 6M | +8.4% | +49.2% | -40.8% | +3.1% |
| YTD | +11.2% | +60.6% | -49.4% | +4.8% |
| 1Y | +22.3% | +48.7% | -26.3% | +16.1% |
| 3Y | +50.2% | +135.6% | -85.3% | +34.5% |
| 5Y | +63.3% | +107.8% | -44.5% | +46.9% |
| 10Y | +355.0% | +609.4% | -254.4% | +256.0% |
| All | +2,080.5% | +21,414.7% | -19,334.2% | +874.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling