+143.4%
NTAP vs WTW
+42.0%
+101.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.5% | +8.5% |
| 7D | +7.4% | -5.7% | +13.1% | +8.9% |
| 30D | -1.4% | -7.3% | +5.9% | +0.4% |
| 3M | +24.6% | +21.5% | +3.1% | +17.5% |
| 6M | +105.9% | +9.6% | +96.3% | +99.3% |
| YTD | +88.5% | -3.3% | +91.8% | +89.4% |
| 1Y | +62.1% | -6.1% | +68.2% | +64.5% |
| 3Y | +169.1% | +61.8% | +107.2% | +107.7% |
| All | +143.4% | +42.0% | +101.4% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling