+341.7%
ACWI vs WTW
+436.6%
-94.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.1% |
| 7D | +2.7% | -2.3% | +5.0% | +3.6% |
| 30D | -2.6% | +10.7% | -13.3% | -6.8% |
| 3M | -3.2% | -3.1% | -0.1% | -2.4% |
| 6M | +1.9% | +31.7% | -29.8% | -10.4% |
| YTD | +11.3% | +1.1% | +10.3% | +7.9% |
| 1Y | +11.7% | +4.1% | +7.6% | +6.8% |
| 3Y | +74.4% | +42.1% | +32.3% | +42.2% |
| 5Y | +59.5% | +52.2% | +7.2% | +24.0% |
| 10Y | +225.2% | +210.9% | +14.3% | +72.3% |
| All | +341.7% | +436.6% | -94.9% | +54.1% |
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