+19,472.4%
NTAP vs BWA
+2,053.0%
+17,419.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.4% | +3.3% |
| 7D | -2.4% | +1.7% | -4.1% | -3.0% |
| 30D | -23.4% | -14.6% | -8.8% | -17.4% |
| 3M | -7.5% | -26.2% | +18.7% | +6.4% |
| 6M | +56.4% | -18.4% | +74.8% | +70.6% |
| YTD | +73.6% | +14.7% | +59.0% | +57.5% |
| 1Y | +68.4% | +13.3% | +55.1% | +53.4% |
| 3Y | +150.6% | +64.7% | +85.9% | +84.8% |
| 5Y | +122.5% | +32.2% | +90.3% | +75.0% |
| 10Y | +589.7% | +96.8% | +492.9% | +309.1% |
| All | +19,472.4% | +2,053.0% | +17,419.4% | +2,040.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling