+187.5%
NVT vs WTW
+61.9%
+125.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.6% | +4.6% |
| 7D | +4.1% | -5.7% | +9.8% | +3.7% |
| 30D | -5.1% | -7.3% | +2.1% | -5.5% |
| 3M | -1.2% | +21.5% | -22.6% | -0.3% |
| 6M | +46.6% | +9.6% | +37.0% | +48.9% |
| YTD | +60.0% | -3.3% | +63.3% | +64.8% |
| 1Y | +70.8% | -6.1% | +76.9% | +76.9% |
| 3Y | +187.5% | +61.8% | +125.7% | +174.6% |
| All | +187.5% | +61.9% | +125.7% | +174.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling