+50.7%
BB vs WTW
+1,094.8%
-1,044.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.0% | -0.1% |
| 7D | +1.8% | -7.1% | +8.9% | +4.8% |
| 30D | -12.2% | -8.5% | -3.7% | -9.4% |
| 3M | -12.3% | +20.6% | -32.9% | -19.7% |
| 6M | +122.7% | +7.2% | +115.5% | +112.7% |
| YTD | +104.5% | -3.9% | +108.3% | +102.6% |
| 1Y | +106.7% | -3.6% | +110.3% | +103.5% |
| 3Y | +70.0% | +60.7% | +9.3% | +31.6% |
| 5Y | -27.8% | +42.2% | -69.9% | -40.7% |
| 10Y | +2.4% | +195.5% | -193.1% | -38.2% |
| All | +50.7% | +1,094.8% | -1,044.1% | -28.8% |
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