+58.9%
NTAP vs WTW
+3.0%
+55.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | 0.0% |
| 7D | -0.8% | -2.6% | +1.9% | -0.9% |
| 30D | -0.5% | -1.0% | +0.4% | -0.6% |
| 3M | +4.1% | +29.9% | -25.8% | +5.3% |
| 6M | +88.0% | +10.7% | +77.3% | +91.0% |
| YTD | +75.6% | +2.6% | +73.0% | +80.3% |
| 1Y | +58.9% | +2.8% | +56.2% | +63.3% |
| All | +58.9% | +3.0% | +55.9% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling