+651.5%
ADI vs WTW
+198.0%
+453.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.8% |
| 7D | +4.6% | -5.7% | +10.3% | +7.0% |
| 30D | -1.2% | -7.3% | +6.1% | +1.6% |
| 3M | -7.8% | +21.5% | -29.3% | -16.0% |
| 6M | +19.3% | +9.6% | +9.7% | +12.4% |
| YTD | +40.9% | -3.3% | +44.2% | +39.4% |
| 1Y | +54.5% | -6.1% | +60.6% | +54.7% |
| 3Y | +123.4% | +61.8% | +61.6% | +61.3% |
| 5Y | +142.3% | +42.7% | +99.6% | +85.5% |
| All | +651.5% | +198.0% | +453.5% | +303.5% |
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