+113.3%
NWSA vs WTW
+255.6%
-142.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -4.8% | -7.8% | +3.0% | -1.4% |
| 30D | +3.0% | -7.9% | +10.8% | +6.6% |
| 3M | +9.3% | +19.9% | -10.6% | +0.5% |
| 6M | +23.2% | +9.8% | +13.4% | +16.9% |
| YTD | +13.3% | -3.3% | +16.7% | +12.8% |
| 1Y | +2.9% | -3.3% | +6.2% | +2.2% |
| 3Y | +43.3% | +61.5% | -18.2% | +9.5% |
| 5Y | +40.9% | +42.6% | -1.7% | +12.9% |
| 10Y | +148.1% | +197.1% | -49.0% | +32.1% |
| All | +113.3% | +255.6% | -142.2% | +4.5% |
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