+1,003.0%
BE vs WTW
+118.5%
+884.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.1% | +6.6% | +6.6% |
| 7D | +9.0% | -5.7% | +14.8% | +12.5% |
| 30D | +16.3% | -7.3% | +23.5% | +20.8% |
| 3M | +10.8% | +21.5% | -10.7% | -3.8% |
| 6M | +73.2% | +9.6% | +63.6% | +57.4% |
| YTD | +217.4% | -3.3% | +220.6% | +206.6% |
| 1Y | +309.8% | -6.1% | +315.9% | +301.4% |
| 3Y | +1,726.2% | +61.8% | +1,664.3% | +973.2% |
| 5Y | +1,306.2% | +42.7% | +1,263.5% | +823.0% |
| All | +1,003.0% | +118.5% | +884.5% | +468.2% |
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