+127.8%
NTAP vs NWSA
+17.8%
+110.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.2% | +3.7% |
| 7D | -2.4% | -12.2% | +9.8% | +3.0% |
| 30D | -23.4% | -8.7% | -14.8% | -20.7% |
| 3M | -7.5% | -6.0% | -1.6% | -5.7% |
| 6M | +56.4% | -0.3% | +56.7% | +54.4% |
| YTD | +73.6% | +3.5% | +70.1% | +67.8% |
| 1Y | +68.4% | +0.8% | +67.6% | +64.7% |
| 3Y | +150.6% | +31.1% | +119.4% | +115.0% |
| All | +127.8% | +17.8% | +110.0% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling