+68.4%
NTAP vs BWA
+14.3%
+54.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.4% | +3.5% |
| 7D | -2.4% | +1.7% | -4.1% | -2.9% |
| 30D | -23.4% | -14.6% | -8.8% | -19.9% |
| 3M | -7.5% | -26.2% | +18.7% | +0.3% |
| 6M | +56.4% | -18.4% | +74.8% | +66.7% |
| YTD | +73.6% | +14.7% | +59.0% | +57.2% |
| 1Y | +68.4% | +13.3% | +55.1% | +54.1% |
| All | +68.4% | +14.3% | +54.1% | +54.1% |
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