+19,691.7%
NTAP vs GWW
+6,613.8%
+13,077.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | -0.8% | +1.4% | -2.2% | -1.5% |
| 30D | -0.5% | +3.3% | -3.8% | -2.2% |
| 3M | +4.1% | +2.9% | +1.1% | +2.0% |
| 6M | +88.0% | +15.8% | +72.2% | +71.6% |
| YTD | +75.6% | +32.0% | +43.5% | +49.1% |
| 1Y | +58.9% | +29.9% | +29.0% | +35.9% |
| 3Y | +153.6% | +91.1% | +62.5% | +72.5% |
| 5Y | +127.6% | +223.9% | -96.3% | +12.0% |
| 10Y | +580.4% | +567.0% | +13.3% | +101.4% |
| All | +19,691.7% | +6,613.8% | +13,077.9% | +1,349.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling