+1,011.1%
ALL vs WTW
+1,181.4%
-170.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.6% |
| 7D | +5.0% | +2.0% | +3.1% | +4.0% |
| 30D | +13.3% | +12.9% | +0.5% | +6.9% |
| 3M | +3.2% | +0.7% | +2.4% | +2.7% |
| 6M | +25.3% | +39.5% | -14.1% | +6.2% |
| YTD | +30.5% | +3.1% | +27.3% | +25.9% |
| 1Y | +29.2% | +4.8% | +24.4% | +23.7% |
| 3Y | +119.1% | +42.9% | +76.2% | +79.5% |
| 5Y | +162.6% | +55.3% | +107.4% | +103.3% |
| 10Y | +378.8% | +217.2% | +161.6% | +152.9% |
| All | +1,011.1% | +1,181.4% | -170.3% | +274.7% |
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