+81.2%
BG vs WTW
+42.0%
+39.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | +3.1% | -5.7% | +8.8% | +4.3% |
| 30D | +10.2% | -7.3% | +17.5% | +11.7% |
| 3M | -1.7% | +21.5% | -23.1% | -6.3% |
| 6M | +1.0% | +9.6% | -8.6% | -1.8% |
| YTD | +39.9% | -3.3% | +43.2% | +39.9% |
| 1Y | +53.2% | -6.1% | +59.4% | +54.4% |
| 3Y | +16.3% | +61.8% | -45.6% | -4.2% |
| All | +81.2% | +42.0% | +39.2% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling