+773.1%
NVS vs WTW
+1,101.3%
-328.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -15.7% | -7.8% | -7.9% | -14.1% |
| 30D | -11.1% | -7.9% | -3.2% | -9.4% |
| 3M | -7.2% | +19.9% | -27.1% | -11.0% |
| 6M | -12.3% | +9.8% | -22.1% | -14.6% |
| YTD | +2.8% | -3.3% | +6.1% | +2.5% |
| 1Y | +11.9% | -3.3% | +15.2% | +11.6% |
| 3Y | +55.1% | +61.5% | -6.5% | +36.2% |
| 5Y | +94.1% | +42.6% | +51.5% | +73.8% |
| 10Y | +181.2% | +197.1% | -15.8% | +108.5% |
| All | +773.1% | +1,101.3% | -328.1% | +401.5% |
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