+99.2%
WMT vs NTAP
+144.6%
-45.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -2.5% | -1.0% | -1.5% | -2.4% |
| 30D | -6.4% | -7.5% | +1.1% | -6.2% |
| 3M | -12.1% | +14.6% | -26.7% | -12.6% |
| 6M | -15.0% | +91.0% | -106.0% | -18.5% |
| YTD | -4.5% | +73.7% | -78.2% | -7.9% |
| 1Y | +6.2% | +51.2% | -45.0% | +3.9% |
| All | +99.2% | +144.6% | -45.4% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling