+68.1%
NTAP vs GWW
+55.5%
+12.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.2% | -3.4% |
| 7D | -16.1% | +11.1% | -27.2% | -18.6% |
| 30D | -15.9% | +15.7% | -31.7% | -19.6% |
| 3M | -1.2% | +14.8% | -16.0% | -5.3% |
| 6M | +70.1% | +30.9% | +39.1% | +51.5% |
| YTD | +77.9% | +48.5% | +29.5% | +47.3% |
| 1Y | +68.1% | +57.1% | +11.0% | +34.2% |
| All | +68.1% | +55.5% | +12.7% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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