+630.3%
A vs WTW
+1,094.8%
-464.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.1% | 0.0% |
| 7D | -4.4% | -7.1% | +2.7% | -1.5% |
| 30D | -2.7% | -8.5% | +5.9% | +0.8% |
| 3M | +7.0% | +20.6% | -13.5% | -1.6% |
| 6M | +24.6% | +7.2% | +17.4% | +19.3% |
| YTD | +7.0% | -3.9% | +10.9% | +6.4% |
| 1Y | +15.6% | -3.6% | +19.2% | +14.4% |
| 3Y | +29.9% | +60.7% | -30.8% | +1.3% |
| 5Y | -15.4% | +42.2% | -57.5% | -30.7% |
| 10Y | +248.9% | +195.5% | +53.4% | +102.0% |
| All | +630.3% | +1,094.8% | -464.5% | +230.3% |
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 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