+134.9%
AS vs WTW
+39.1%
+95.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.9% |
| 7D | +6.9% | +1.4% | +5.6% | +6.7% |
| 30D | +16.0% | +13.1% | +2.9% | +13.6% |
| 3M | -12.8% | -3.0% | -9.9% | -12.6% |
| 6M | -15.4% | +31.2% | -46.6% | -19.4% |
| YTD | -15.7% | +1.1% | -16.9% | -16.1% |
| 1Y | +6.1% | +3.4% | +2.7% | +4.6% |
| All | +134.9% | +39.1% | +95.7% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling