+223.9%
NXPI vs WTW
+198.0%
+25.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +3.9% | -5.7% | +9.6% | +6.5% |
| 30D | +1.4% | -7.3% | +8.6% | +4.6% |
| 3M | -21.5% | +21.5% | -43.0% | -29.2% |
| 6M | +19.4% | +9.6% | +9.8% | +11.8% |
| YTD | +9.9% | -3.3% | +13.2% | +8.4% |
| 1Y | +7.9% | -6.1% | +14.0% | +7.7% |
| 3Y | +22.7% | +61.8% | -39.2% | -15.3% |
| 5Y | +22.1% | +42.7% | -20.6% | -9.5% |
| All | +223.9% | +198.0% | +25.9% | +70.2% |
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