+136.7%
NTAP vs BWA
+88.6%
+48.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.6% |
| 7D | +3.3% | +4.3% | -1.0% | +1.7% |
| 30D | -0.2% | -2.9% | +2.7% | +0.7% |
| 3M | +11.4% | -12.4% | +23.8% | +16.1% |
| 6M | +88.7% | +28.6% | +60.1% | +71.7% |
| YTD | +78.9% | +48.2% | +30.7% | +51.6% |
| 1Y | +58.8% | +50.9% | +7.9% | +33.3% |
| 3Y | +153.5% | +72.2% | +81.4% | +95.4% |
| 5Y | +136.7% | +91.1% | +45.7% | +67.4% |
| All | +136.7% | +88.6% | +48.1% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling