-24.9%
AR vs WTW
+255.4%
-280.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.2% |
| 7D | -1.8% | -2.7% | +0.9% | -0.8% |
| 30D | +12.6% | -5.6% | +18.2% | +15.0% |
| 3M | +10.0% | +26.5% | -16.5% | -0.1% |
| 6M | +0.6% | +8.1% | -7.5% | -3.6% |
| YTD | +13.4% | -0.3% | +13.7% | +11.5% |
| 1Y | +21.7% | -0.9% | +22.6% | +19.7% |
| 3Y | +45.8% | +66.6% | -20.8% | +11.8% |
| 5Y | +144.3% | +54.0% | +90.3% | +91.9% |
| 10Y | +41.8% | +198.1% | -156.3% | -17.7% |
| All | -24.9% | +255.4% | -280.3% | -58.5% |
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