+38.4%
AR vs WTW
+198.0%
-159.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -2.5% | -5.7% | +3.2% | -0.2% |
| 30D | +2.5% | -7.3% | +9.8% | +5.5% |
| 3M | +12.3% | +21.5% | -9.2% | +3.2% |
| 6M | -3.1% | +9.6% | -12.8% | -8.0% |
| YTD | +11.5% | -3.3% | +14.8% | +10.9% |
| 1Y | +17.0% | -6.1% | +23.2% | +17.7% |
| 3Y | +47.3% | +61.8% | -14.5% | +12.1% |
| 5Y | +141.2% | +42.7% | +98.6% | +92.7% |
| All | +38.4% | +198.0% | -159.6% | -22.4% |
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