+48.3%
NVMI vs WTW
+3.0%
+45.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +4.6% |
| 7D | +6.6% | -2.6% | +9.2% | +5.4% |
| 30D | -7.5% | -1.0% | -6.5% | -7.7% |
| 3M | -28.5% | +29.9% | -58.4% | -19.1% |
| 6M | -15.7% | +10.7% | -26.4% | -6.4% |
| YTD | +13.3% | +2.6% | +10.7% | +25.8% |
| 1Y | +48.3% | +2.8% | +45.5% | +64.3% |
| All | +48.3% | +3.0% | +45.3% | +64.3% |
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 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