+1,863.5%
WMB vs NTAP
+23,159.9%
-21,296.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +1.4% |
| 7D | +1.6% | -2.4% | +4.0% | +2.0% |
| 30D | -7.1% | -23.4% | +16.4% | -2.5% |
| 3M | -4.0% | -7.5% | +3.5% | -2.9% |
| 6M | -5.7% | +56.4% | -62.1% | -14.4% |
| YTD | +17.2% | +73.6% | -56.4% | +3.7% |
| 1Y | +17.2% | +68.4% | -51.2% | +4.2% |
| 3Y | +121.1% | +150.6% | -29.5% | +78.8% |
| 5Y | +197.2% | +122.5% | +74.7% | +143.5% |
| 10Y | +280.9% | +589.7% | -308.8% | +145.9% |
| All | +1,863.5% | +23,159.9% | -21,296.4% | +679.9% |
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 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