+3,155.8%
NVMI vs WTW
+198.0%
+2,957.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.1% | -5.7% | +5.6% | +1.7% |
| 30D | -8.4% | -7.3% | -1.1% | -6.5% |
| 3M | -33.6% | +21.5% | -55.0% | -38.4% |
| 6M | -14.7% | +9.6% | -24.3% | -18.6% |
| YTD | +13.2% | -3.3% | +16.5% | +12.2% |
| 1Y | +29.0% | -6.1% | +35.2% | +29.0% |
| 3Y | +215.0% | +61.8% | +153.1% | +135.5% |
| 5Y | +268.6% | +42.7% | +225.9% | +190.1% |
| All | +3,155.8% | +198.0% | +2,957.7% | +1,883.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling