+180.3%
WMB vs NTAP
+106.9%
+73.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -13.8% | -15.1% | +1.2% | -11.5% |
| 30D | -10.3% | -28.1% | +17.8% | -5.6% |
| 3M | -10.1% | -11.4% | +1.4% | -8.4% |
| 6M | -11.8% | +52.2% | -64.1% | -18.8% |
| YTD | +8.9% | +60.4% | -51.5% | -1.1% |
| 1Y | +14.0% | +51.0% | -37.0% | +4.7% |
| 3Y | +100.5% | +135.6% | -35.0% | +58.3% |
| All | +180.3% | +106.9% | +73.4% | +121.9% |
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