+568.7%
NTAP vs NWSA
+148.8%
+419.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -1.0% | -4.8% | +3.8% | +1.4% |
| 30D | -7.5% | +3.0% | -10.5% | -8.9% |
| 3M | +14.6% | +9.3% | +5.3% | +8.9% |
| 6M | +91.0% | +23.2% | +67.8% | +69.9% |
| YTD | +73.7% | +13.3% | +60.4% | +60.6% |
| 1Y | +51.2% | +2.9% | +48.3% | +46.3% |
| 3Y | +146.1% | +43.3% | +102.8% | +98.3% |
| 5Y | +122.8% | +40.9% | +82.0% | +75.4% |
| All | +568.7% | +148.8% | +419.8% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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