+68.1%
NTAP vs BWA
+17.4%
+50.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.9% |
| 7D | -16.1% | -9.9% | -6.2% | -13.5% |
| 30D | -15.9% | -16.4% | +0.4% | -11.6% |
| 3M | -1.2% | -19.8% | +18.6% | +4.9% |
| 6M | +70.1% | -10.0% | +80.0% | +78.3% |
| YTD | +77.9% | +12.7% | +65.2% | +61.8% |
| 1Y | +68.1% | +15.7% | +52.5% | +51.0% |
| All | +68.1% | +17.4% | +50.8% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling