+90.2%
NTR vs WTW
+126.7%
-36.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -1.3% | -5.7% | +4.4% | +0.5% |
| 30D | +16.8% | -7.3% | +24.0% | +19.5% |
| 3M | +20.7% | +21.5% | -0.7% | +12.7% |
| 6M | +0.5% | +9.6% | -9.1% | -3.7% |
| YTD | +29.2% | -3.3% | +32.5% | +28.6% |
| 1Y | +39.6% | -6.1% | +45.7% | +40.4% |
| 3Y | +37.9% | +61.8% | -24.0% | +8.7% |
| 5Y | +47.1% | +42.7% | +4.4% | +20.2% |
| All | +90.2% | +126.7% | -36.5% | +17.1% |
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