+8.2%
BR vs WTW
+42.0%
-33.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.0% | -5.7% | +2.7% | -0.4% |
| 30D | -0.3% | -7.3% | +7.0% | +3.1% |
| 3M | +17.3% | +21.5% | -4.2% | +7.4% |
| 6M | -6.7% | +9.6% | -16.3% | -11.0% |
| YTD | -23.4% | -3.3% | -20.2% | -23.6% |
| 1Y | -32.7% | -6.1% | -26.5% | -31.9% |
| 3Y | -5.9% | +61.8% | -67.8% | -27.6% |
| All | +8.2% | +42.0% | -33.8% | -14.2% |
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 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