+114.1%
AS vs WTW
+37.2%
+76.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.4% |
| 7D | -2.6% | -2.7% | +0.1% | -2.2% |
| 30D | -22.1% | -5.6% | -16.5% | -21.4% |
| 3M | -15.3% | +26.5% | -41.8% | -18.7% |
| 6M | -15.6% | +8.1% | -23.7% | -16.7% |
| YTD | -23.2% | -0.3% | -22.9% | -23.3% |
| 1Y | -21.7% | -0.9% | -20.8% | -21.7% |
| All | +114.1% | +37.2% | +76.9% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling