+1,725.6%
WMB vs NTAP
+21,390.5%
-19,664.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -13.8% | -15.1% | +1.2% | -11.2% |
| 30D | -10.3% | -28.1% | +17.8% | -4.9% |
| 3M | -10.1% | -11.4% | +1.4% | -8.3% |
| 6M | -11.8% | +52.2% | -64.1% | -19.6% |
| YTD | +8.9% | +60.4% | -51.5% | -2.2% |
| 1Y | +14.0% | +51.0% | -37.0% | +3.4% |
| 3Y | +100.5% | +135.6% | -35.0% | +64.0% |
| 5Y | +179.5% | +107.5% | +72.0% | +131.9% |
| 10Y | +272.7% | +608.6% | -335.9% | +139.7% |
| All | +1,725.6% | +21,390.5% | -19,664.9% | +635.8% |
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