+156.7%
B vs WTW
+42.3%
+114.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.6% |
| 7D | -5.0% | -7.8% | +2.8% | -4.3% |
| 30D | +8.7% | -7.9% | +16.6% | +9.5% |
| 3M | +17.3% | +19.9% | -2.6% | +15.6% |
| 6M | -5.0% | +9.8% | -14.8% | -5.6% |
| YTD | +1.4% | -3.3% | +4.8% | +2.6% |
| 1Y | +50.5% | -3.3% | +53.8% | +52.0% |
| 3Y | +194.4% | +61.5% | +132.8% | +171.3% |
| 5Y | +156.7% | +42.6% | +114.1% | +139.6% |
| All | +156.7% | +42.3% | +114.4% | +139.6% |
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