+589.7%
NTAP vs BWA
+142.7%
+447.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.7% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | -7.0% | -5.6% | -1.5% | -5.1% |
| 3M | +12.3% | -10.7% | +23.0% | +16.8% |
| 6M | +85.1% | +23.2% | +61.9% | +68.4% |
| YTD | +74.8% | +46.0% | +28.8% | +45.5% |
| 1Y | +52.7% | +51.2% | +1.5% | +24.9% |
| 3Y | +147.7% | +69.6% | +78.1% | +86.2% |
| 5Y | +124.8% | +86.6% | +38.2% | +56.7% |
| 10Y | +589.7% | +152.3% | +437.4% | +306.4% |
| All | +589.7% | +142.7% | +447.0% | +306.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling