+147.9%
NTAP vs WTW
+61.8%
+86.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.6% |
| 7D | -1.0% | -7.8% | +6.8% | -0.7% |
| 30D | -7.5% | -7.9% | +0.4% | -7.2% |
| 3M | +14.6% | +19.9% | -5.3% | +13.3% |
| 6M | +91.0% | +9.8% | +81.2% | +90.4% |
| YTD | +73.7% | -3.3% | +77.0% | +75.7% |
| 1Y | +51.2% | -3.3% | +54.5% | +52.9% |
| All | +147.9% | +61.8% | +86.1% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling