-36.7%
ADVB vs WTW
+32.5%
-69.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +42.7% | -1.6% | +44.3% | +40.6% |
| 7D | +74.2% | -2.3% | +76.5% | +70.4% |
| 30D | -35.9% | +10.7% | -46.5% | -27.3% |
| 3M | -56.4% | -3.1% | -53.4% | -58.6% |
| 6M | -36.7% | +31.7% | -68.4% | -15.6% |
| All | -36.7% | +32.5% | -69.2% | -15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling