+135.9%
WMT vs NTAP
+140.4%
-4.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.5% | -7.2% | +0.7% |
| 7D | 0.0% | +7.4% | -7.4% | -0.6% |
| 30D | -7.4% | -1.4% | -6.0% | -7.4% |
| 3M | -10.9% | +24.6% | -35.4% | -12.5% |
| 6M | -12.7% | +105.9% | -118.6% | -18.9% |
| YTD | -3.2% | +88.5% | -91.7% | -9.4% |
| 1Y | +5.3% | +62.1% | -56.8% | +0.4% |
| 3Y | +101.9% | +169.1% | -67.2% | +74.6% |
| All | +135.9% | +140.4% | -4.5% | +100.9% |
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