+412.5%
NTRS vs WTW
+1,102.0%
-689.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +1.4% | -5.7% | +7.1% | +4.4% |
| 30D | -0.7% | -7.3% | +6.6% | +3.1% |
| 3M | +11.3% | +21.5% | -10.1% | -0.2% |
| 6M | +35.5% | +9.6% | +25.9% | +27.0% |
| YTD | +40.6% | -3.3% | +43.9% | +39.3% |
| 1Y | +49.2% | -6.1% | +55.3% | +49.8% |
| 3Y | +167.2% | +61.8% | +105.4% | +96.0% |
| 5Y | +94.9% | +42.7% | +52.3% | +51.9% |
| 10Y | +259.5% | +197.2% | +62.2% | +83.3% |
| All | +412.5% | +1,102.0% | -689.5% | +66.7% |
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