+278.8%
WMB vs NTAP
+128.6%
+150.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.6% | -0.8% | +1.3% | +0.7% |
| 30D | +3.3% | -0.5% | +3.8% | +3.4% |
| 3M | +3.1% | +4.1% | -0.9% | +2.3% |
| 6M | -0.7% | +88.0% | -88.7% | -12.0% |
| YTD | +25.2% | +75.6% | -50.4% | +12.0% |
| 1Y | +32.9% | +58.9% | -26.1% | +21.2% |
| 3Y | +140.6% | +153.6% | -13.0% | +88.2% |
| All | +278.8% | +128.6% | +150.1% | +193.6% |
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