+36.5%
NTRS vs WTW
+5.5%
+31.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.5% | -3.7% |
| 7D | -0.9% | +4.9% | -5.8% | -1.4% |
| 30D | +1.1% | +15.3% | -14.1% | -0.4% |
| 3M | -6.6% | -0.1% | -6.5% | -6.6% |
| 6M | +7.1% | +30.6% | -23.5% | +3.7% |
| YTD | +27.4% | +3.5% | +23.9% | +27.0% |
| 1Y | +36.5% | +5.5% | +31.0% | +35.5% |
| All | +36.5% | +5.5% | +31.0% | +35.5% |
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 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