+1,313.3%
NTAP vs WTW
+1,101.3%
+212.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.8% |
| 7D | -1.0% | -7.8% | +6.8% | +2.2% |
| 30D | -7.5% | -7.9% | +0.4% | -4.7% |
| 3M | +14.6% | +19.9% | -5.3% | +5.9% |
| 6M | +91.0% | +9.8% | +81.2% | +81.1% |
| YTD | +73.7% | -3.3% | +77.0% | +72.1% |
| 1Y | +51.2% | -3.3% | +54.5% | +49.4% |
| 3Y | +146.1% | +61.5% | +84.6% | +92.2% |
| 5Y | +122.8% | +42.6% | +80.3% | +82.1% |
| 10Y | +585.5% | +197.1% | +388.4% | +302.9% |
| All | +1,313.3% | +1,101.3% | +212.0% | +569.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling