+543.3%
NTAP vs NWSA
+101.5%
+441.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.2% | +3.7% |
| 7D | -2.4% | -12.2% | +9.8% | +3.7% |
| 30D | -23.4% | -8.7% | -14.8% | -20.3% |
| 3M | -7.5% | -6.0% | -1.6% | -5.5% |
| 6M | +56.4% | -0.3% | +56.7% | +54.1% |
| YTD | +73.6% | +3.5% | +70.1% | +67.2% |
| 1Y | +68.4% | +0.8% | +67.6% | +64.2% |
| 3Y | +150.6% | +31.1% | +119.4% | +112.4% |
| 5Y | +122.5% | +18.8% | +103.7% | +92.0% |
| 10Y | +589.7% | +147.9% | +441.8% | +291.7% |
| All | +543.3% | +101.5% | +441.9% | +286.4% |
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