+281.7%
B vs WTW
+1,094.8%
-813.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +1.7% |
| 7D | +1.0% | -7.1% | +8.2% | +2.4% |
| 30D | +9.5% | -8.5% | +18.0% | +11.2% |
| 3M | +14.3% | +20.6% | -6.2% | +10.4% |
| 6M | -1.9% | +7.2% | -9.1% | -3.6% |
| YTD | +4.1% | -3.9% | +7.9% | +4.0% |
| 1Y | +56.1% | -3.6% | +59.7% | +55.7% |
| 3Y | +202.0% | +60.7% | +141.3% | +171.5% |
| 5Y | +158.8% | +42.2% | +116.7% | +136.3% |
| 10Y | +211.9% | +195.5% | +16.4% | +141.9% |
| All | +281.7% | +1,094.8% | -813.1% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling