+678.6%
AU vs WTW
+42.0%
+636.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -4.3% | -5.7% | +1.5% | -3.5% |
| 30D | +7.3% | -7.3% | +14.6% | +8.4% |
| 3M | +26.3% | +21.5% | +4.9% | +23.7% |
| 6M | +1.8% | +9.6% | -7.9% | +0.8% |
| YTD | +26.8% | -3.3% | +30.1% | +28.2% |
| 1Y | +66.7% | -6.1% | +72.8% | +69.4% |
| 3Y | +579.1% | +61.8% | +517.2% | +502.0% |
| All | +678.6% | +42.0% | +636.6% | +594.3% |
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