+1,710.4%
NXPI vs WTW
+426.5%
+1,284.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.3% | +1.7% |
| 7D | -2.3% | -7.1% | +4.8% | +1.6% |
| 30D | -4.3% | -8.5% | +4.2% | +0.2% |
| 3M | -24.7% | +20.6% | -45.2% | -33.4% |
| 6M | +9.7% | +7.2% | +2.5% | +2.2% |
| YTD | +3.8% | -3.9% | +7.6% | +1.5% |
| 1Y | +1.6% | -3.6% | +5.2% | -1.3% |
| 3Y | +16.0% | +60.7% | -44.6% | -23.7% |
| 5Y | +16.1% | +42.2% | -26.0% | -17.6% |
| 10Y | +211.4% | +195.5% | +15.9% | +20.7% |
| All | +1,710.4% | +426.5% | +1,284.0% | +232.7% |
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