+0.9%
BB vs WTW
+198.0%
-197.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -0.4% | -5.7% | +5.3% | +2.1% |
| 30D | -12.5% | -7.3% | -5.3% | -10.0% |
| 3M | -17.4% | +21.5% | -38.9% | -25.3% |
| 6M | +119.1% | +9.6% | +109.5% | +106.3% |
| YTD | +102.4% | -3.3% | +105.7% | +100.3% |
| 1Y | +98.2% | -6.1% | +104.3% | +97.9% |
| 3Y | +46.9% | +61.8% | -14.9% | +5.4% |
| 5Y | -26.4% | +42.7% | -69.1% | -43.5% |
| All | +0.9% | +198.0% | -197.1% | -41.5% |
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