+3,275.0%
NVO vs WTW
+1,102.0%
+2,173.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -7.6% | -5.7% | -1.9% | -6.1% |
| 30D | -6.0% | -7.3% | +1.3% | -4.1% |
| 3M | -0.8% | +21.5% | -22.2% | -5.9% |
| 6M | +16.5% | +9.6% | +6.8% | +12.8% |
| YTD | -11.1% | -3.3% | -7.8% | -11.4% |
| 1Y | -16.7% | -6.1% | -10.6% | -16.4% |
| 3Y | -52.9% | +61.8% | -114.8% | -59.8% |
| 5Y | -3.0% | +42.7% | -45.6% | -15.3% |
| 10Y | +147.1% | +197.2% | -50.2% | +67.8% |
| All | +3,275.0% | +1,102.0% | +2,173.0% | +1,367.0% |
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