+550.5%
NTAP vs NWSA
+127.4%
+423.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.0% |
| 7D | -0.8% | -1.9% | +1.1% | +0.1% |
| 30D | -0.5% | +4.6% | -5.1% | -2.7% |
| 3M | +4.1% | +13.2% | -9.2% | -2.6% |
| 6M | +88.0% | +27.0% | +61.0% | +65.8% |
| YTD | +75.6% | +16.8% | +58.7% | +60.7% |
| 1Y | +58.9% | +4.5% | +54.4% | +52.9% |
| 3Y | +153.6% | +46.2% | +107.3% | +105.0% |
| 5Y | +127.6% | +40.9% | +86.7% | +82.0% |
| 10Y | +580.4% | +145.1% | +435.3% | +285.0% |
| All | +550.5% | +127.4% | +423.1% | +271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling