-99.1%
NVD vs WTW
+63.1%
-162.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +3.9% | +4.3% |
| 7D | +9.0% | -7.8% | +16.8% | +11.4% |
| 30D | -5.5% | -7.9% | +2.4% | -3.3% |
| 3M | -24.6% | +19.9% | -44.6% | -28.1% |
| 6M | -42.1% | +9.8% | -51.9% | -44.0% |
| YTD | -44.3% | -3.3% | -41.0% | -44.4% |
| 1Y | -54.2% | -3.3% | -50.9% | -54.2% |
| 3Y | -99.1% | +61.5% | -160.7% | -99.3% |
| All | -99.1% | +63.1% | -162.2% | -99.3% |
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