+4,109.7%
WMT vs NTAP
+23,869.3%
-19,759.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.2% |
| 7D | +0.1% | +3.3% | -3.1% | -0.2% |
| 30D | -5.0% | -0.2% | -4.8% | -5.0% |
| 3M | -11.3% | +11.4% | -22.7% | -12.4% |
| 6M | -13.8% | +88.7% | -102.5% | -19.4% |
| YTD | -4.2% | +78.9% | -83.1% | -10.2% |
| 1Y | +4.6% | +58.8% | -54.3% | -1.0% |
| 3Y | +100.5% | +153.5% | -53.1% | +79.6% |
| 5Y | +129.7% | +136.7% | -7.1% | +105.7% |
| 10Y | +423.4% | +590.2% | -166.8% | +312.9% |
| All | +4,109.7% | +23,869.3% | -19,759.6% | +1,817.3% |
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