-10.8%
NVTS vs WTW
+8.6%
-19.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.0% | +6.0% | +10.7% |
| 7D | -0.3% | +4.9% | -5.2% | +2.5% |
| 30D | -24.4% | +17.1% | -41.5% | -16.7% |
| 3M | -26.5% | -0.3% | -26.1% | -25.8% |
| 6M | -41.4% | +30.7% | -72.0% | -28.1% |
| YTD | +30.7% | +3.7% | +26.9% | +62.0% |
| 1Y | -10.8% | +5.9% | -16.7% | +9.3% |
| All | -10.8% | +8.6% | -19.4% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling