-13.8%
A vs WTW
+41.9%
-55.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | -4.6% | -7.8% | +3.2% | -2.0% |
| 30D | -4.3% | -7.9% | +3.6% | -1.7% |
| 3M | +8.9% | +19.9% | -11.0% | +1.7% |
| 6M | +24.5% | +9.8% | +14.7% | +19.3% |
| YTD | +5.8% | -3.3% | +9.2% | +6.1% |
| 1Y | +16.2% | -3.3% | +19.5% | +16.1% |
| 3Y | +28.5% | +61.5% | -33.1% | -5.3% |
| All | -13.8% | +41.9% | -55.7% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling