+6,015.3%
NVMI vs WTW
+1,102.0%
+4,913.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.1% | -5.7% | +5.6% | +1.4% |
| 30D | -8.4% | -7.3% | -1.1% | -6.8% |
| 3M | -33.6% | +21.5% | -55.0% | -37.4% |
| 6M | -14.7% | +9.6% | -24.3% | -18.0% |
| YTD | +13.2% | -3.3% | +16.5% | +11.9% |
| 1Y | +29.0% | -6.1% | +35.2% | +28.3% |
| 3Y | +215.0% | +61.8% | +153.1% | +162.0% |
| 5Y | +268.6% | +42.7% | +225.9% | +217.8% |
| 10Y | +3,124.7% | +197.2% | +2,927.5% | +2,191.6% |
| All | +6,015.3% | +1,102.0% | +4,913.3% | +3,650.9% |
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 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