+149.4%
NTAP vs NWSA
+44.1%
+105.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.2% |
| 7D | +2.2% | -3.1% | +5.3% | +3.4% |
| 30D | -7.0% | +4.3% | -11.3% | -8.6% |
| 3M | +12.3% | +9.2% | +3.1% | +8.1% |
| 6M | +85.1% | +21.6% | +63.5% | +68.9% |
| YTD | +74.8% | +14.2% | +60.5% | +63.9% |
| 1Y | +52.7% | +1.8% | +50.9% | +51.1% |
| All | +149.4% | +44.1% | +105.3% | +113.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling