-26.4%
AA vs WTW
+1,139.1%
-1,165.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.4% | +5.0% |
| 7D | +1.7% | -2.7% | +4.4% | +3.1% |
| 30D | +3.3% | -5.6% | +9.0% | +6.3% |
| 3M | -29.4% | +26.5% | -55.9% | -38.7% |
| 6M | -12.8% | +8.1% | -21.0% | -18.8% |
| YTD | -2.1% | -0.3% | -1.8% | -6.0% |
| 1Y | +62.8% | -0.9% | +63.6% | +56.0% |
| 3Y | +90.5% | +66.6% | +23.8% | +31.0% |
| 5Y | +19.1% | +54.0% | -34.9% | -14.8% |
| 10Y | +124.8% | +198.1% | -73.4% | +10.2% |
| All | -26.4% | +1,139.1% | -1,165.5% | -75.1% |
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