-88.4%
ADVB vs WTW
-4.1%
-84.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.6% | -1.8% | -6.4% |
| 7D | -13.0% | -7.1% | -5.9% | -15.1% |
| 30D | +7.5% | -8.5% | +16.0% | +4.6% |
| 3M | +129.1% | +20.6% | +108.5% | +134.7% |
| 6M | +71.7% | +7.2% | +64.5% | +73.5% |
| YTD | +45.5% | -3.9% | +49.4% | +48.4% |
| 1Y | -2.7% | -3.6% | +0.8% | -0.9% |
| All | -88.4% | -4.1% | -84.3% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling