+19,691.7%
NTAP vs BWA
+2,736.7%
+16,955.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -1.2% |
| 7D | -0.8% | +5.7% | -6.4% | -3.3% |
| 30D | -0.5% | +1.4% | -1.9% | -1.5% |
| 3M | +4.1% | -12.1% | +16.2% | +9.8% |
| 6M | +88.0% | +28.6% | +59.4% | +64.9% |
| YTD | +75.6% | +51.1% | +24.5% | +39.9% |
| 1Y | +58.9% | +55.9% | +3.0% | +24.4% |
| 3Y | +153.6% | +70.1% | +83.4% | +82.7% |
| 5Y | +127.6% | +90.7% | +37.0% | +50.2% |
| 10Y | +580.4% | +154.0% | +426.4% | +257.2% |
| All | +19,691.7% | +2,736.7% | +16,955.0% | +1,802.2% |
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