+283.3%
WMB vs NTAP
+600.9%
-317.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.3% |
| 7D | +8.1% | +9.9% | -1.8% | +5.6% |
| 30D | -6.9% | -22.1% | +15.3% | -1.2% |
| 3M | -5.1% | -7.7% | +2.6% | -3.7% |
| 6M | -5.7% | +60.9% | -66.7% | -18.3% |
| YTD | +18.1% | +76.4% | -58.4% | -1.1% |
| 1Y | +18.4% | +69.3% | -50.9% | +0.2% |
| 3Y | +122.7% | +154.6% | -31.9% | +59.7% |
| 5Y | +202.0% | +131.4% | +70.6% | +118.7% |
| All | +283.3% | +600.9% | -317.6% | +101.0% |
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