+174.9%
NVS vs WTW
+198.0%
-23.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -14.3% | -5.7% | -8.6% | -13.0% |
| 30D | -10.0% | -7.3% | -2.7% | -8.3% |
| 3M | -10.9% | +21.5% | -32.4% | -14.9% |
| 6M | -12.0% | +9.6% | -21.6% | -14.3% |
| YTD | +2.5% | -3.3% | +5.8% | +2.5% |
| 1Y | +10.7% | -6.1% | +16.8% | +11.4% |
| 3Y | +53.3% | +61.8% | -8.5% | +32.2% |
| 5Y | +93.6% | +42.7% | +50.9% | +70.5% |
| All | +174.9% | +198.0% | -23.2% | +96.6% |
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