+672.3%
AU vs WTW
+198.0%
+474.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -4.3% | -5.7% | +1.5% | -3.4% |
| 30D | +7.3% | -7.3% | +14.6% | +8.6% |
| 3M | +26.3% | +21.5% | +4.9% | +22.6% |
| 6M | +1.8% | +9.6% | -7.9% | 0.0% |
| YTD | +26.8% | -3.3% | +30.1% | +27.1% |
| 1Y | +66.7% | -6.1% | +72.8% | +67.9% |
| 3Y | +579.1% | +61.8% | +517.2% | +509.9% |
| 5Y | +689.3% | +42.7% | +646.7% | +619.8% |
| All | +672.3% | +198.0% | +474.2% | +567.0% |
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 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