+568.7%
NTAP vs GWW
+565.7%
+3.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.0% | -3.1% | +2.2% | +0.4% |
| 30D | -7.5% | -2.3% | -5.2% | -6.5% |
| 3M | +14.6% | -3.3% | +17.9% | +15.9% |
| 6M | +91.0% | +15.4% | +75.6% | +77.8% |
| YTD | +73.7% | +26.7% | +46.9% | +55.2% |
| 1Y | +51.2% | +29.0% | +22.3% | +34.0% |
| 3Y | +146.1% | +89.0% | +57.2% | +83.5% |
| 5Y | +122.8% | +221.8% | -98.9% | +29.5% |
| All | +568.7% | +565.7% | +3.0% | +211.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling