+5,814.6%
BN vs WTW
+1,094.8%
+4,719.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -0.3% |
| 7D | -3.0% | -7.1% | +4.1% | +0.2% |
| 30D | -13.0% | -8.5% | -4.5% | -9.6% |
| 3M | -15.2% | +20.6% | -35.8% | -22.4% |
| 6M | -5.9% | +7.2% | -13.1% | -10.1% |
| YTD | -15.8% | -3.9% | -11.9% | -16.3% |
| 1Y | -12.2% | -3.6% | -8.6% | -13.1% |
| 3Y | +72.2% | +60.7% | +11.5% | +33.2% |
| 5Y | +33.2% | +42.2% | -9.0% | +9.0% |
| 10Y | +264.7% | +195.5% | +69.2% | +116.3% |
| All | +5,814.6% | +1,094.8% | +4,719.8% | +2,737.2% |
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 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