+34.7%
WMB vs NTAP
+54.6%
-19.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.9% |
| 7D | 0.0% | +2.2% | -2.2% | 0.0% |
| 30D | +4.6% | -7.0% | +11.6% | +4.6% |
| 3M | +5.7% | +12.3% | -6.6% | +6.4% |
| 6M | +4.2% | +85.1% | -80.9% | +5.3% |
| YTD | +26.8% | +74.8% | -47.9% | +28.6% |
| 1Y | +34.7% | +52.7% | -18.0% | +39.5% |
| All | +34.7% | +54.6% | -19.9% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling