+124.8%
NTAP vs GWW
+221.1%
-96.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | +2.2% | -0.5% | +2.7% | +2.4% |
| 30D | -7.0% | -1.4% | -5.6% | -6.5% |
| 3M | +12.3% | -3.6% | +15.9% | +13.7% |
| 6M | +85.1% | +15.1% | +70.0% | +71.7% |
| YTD | +74.8% | +27.5% | +47.3% | +54.8% |
| 1Y | +52.7% | +29.6% | +23.1% | +34.1% |
| 3Y | +147.7% | +90.1% | +57.6% | +83.6% |
| 5Y | +124.8% | +222.6% | -97.8% | +30.7% |
| All | +124.8% | +221.1% | -96.3% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling