+1,138.4%
BR vs WTW
+367.2%
+771.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.2% |
| 7D | -6.0% | -7.8% | +1.8% | -2.6% |
| 30D | -0.9% | -7.9% | +7.0% | +2.8% |
| 3M | +16.4% | +19.9% | -3.6% | +7.2% |
| 6M | -8.2% | +9.8% | -18.0% | -12.3% |
| YTD | -23.2% | -3.3% | -19.9% | -23.1% |
| 1Y | -30.9% | -3.3% | -27.6% | -31.0% |
| 3Y | -5.0% | +61.5% | -66.5% | -25.3% |
| 5Y | +8.8% | +42.6% | -33.8% | -10.5% |
| 10Y | +190.1% | +197.1% | -7.0% | +65.8% |
| All | +1,138.4% | +367.2% | +771.1% | +428.8% |
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 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