+66.8%
BN vs WTW
+61.8%
+5.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | -5.9% | -7.8% | +1.9% | -4.2% |
| 30D | -15.1% | -7.9% | -7.2% | -13.6% |
| 3M | -14.6% | +19.9% | -34.5% | -18.0% |
| 6M | -8.4% | +9.8% | -18.2% | -10.8% |
| YTD | -16.8% | -3.3% | -13.5% | -16.4% |
| 1Y | -14.4% | -3.3% | -11.1% | -14.1% |
| All | +66.8% | +61.8% | +5.0% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling