+5.8%
BG vs WTW
+5.5%
+0.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.6% |
| 7D | +2.6% | +4.9% | -2.3% | +2.8% |
| 30D | -8.2% | +15.3% | -23.4% | -7.6% |
| 3M | -7.0% | -0.1% | -6.9% | -7.2% |
| 6M | -23.5% | +30.6% | -54.1% | -22.9% |
| YTD | +12.6% | +3.5% | +9.2% | +13.3% |
| 1Y | +5.8% | +5.5% | +0.2% | +5.2% |
| All | +5.8% | +5.5% | +0.2% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling