+339.1%
ACWI vs WTW
+443.3%
-104.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.2% |
| 7D | -0.2% | +1.6% | -1.8% | -0.8% |
| 30D | -3.3% | +12.4% | -15.6% | -8.0% |
| 3M | -3.4% | -2.6% | -0.8% | -2.8% |
| 6M | +0.8% | +30.8% | -29.9% | -11.1% |
| YTD | +10.7% | +2.3% | +8.4% | +6.8% |
| 1Y | +11.6% | +4.9% | +6.7% | +6.4% |
| 3Y | +73.4% | +43.9% | +29.5% | +40.7% |
| 5Y | +60.2% | +53.8% | +6.3% | +24.0% |
| 10Y | +221.6% | +212.8% | +8.8% | +70.0% |
| All | +339.1% | +443.3% | -104.2% | +52.4% |
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