-75.6%
ADVB vs WTW
+4.8%
-80.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +3.8% |
| 7D | -4.1% | +1.6% | -5.7% | -3.2% |
| 30D | -60.3% | +12.4% | -72.6% | -57.8% |
| 3M | -73.3% | -2.6% | -70.7% | -73.5% |
| 6M | -65.9% | +30.8% | -96.7% | -62.8% |
| YTD | -63.9% | +2.3% | -66.2% | -61.0% |
| All | -75.6% | +4.8% | -80.4% | -73.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling