+231.8%
ACWI vs WTW
+189.9%
+42.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.6% |
| 7D | 0.0% | -7.1% | +7.1% | +2.5% |
| 30D | -0.6% | -8.5% | +7.9% | +2.4% |
| 3M | +4.3% | +20.6% | -16.3% | -3.0% |
| 6M | +12.7% | +7.2% | +5.5% | +8.7% |
| YTD | +13.9% | -3.9% | +17.8% | +13.7% |
| 1Y | +20.5% | -3.6% | +24.1% | +19.8% |
| 3Y | +76.5% | +60.7% | +15.8% | +38.5% |
| 5Y | +67.5% | +42.2% | +25.4% | +36.8% |
| 10Y | +231.8% | +195.5% | +36.4% | +99.7% |
| All | +231.8% | +189.9% | +42.0% | +99.7% |
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 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