+291.5%
C vs WTW
+197.9%
+93.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +0.3% | -7.8% | +8.1% | +4.7% |
| 30D | +2.0% | -7.9% | +9.9% | +6.4% |
| 3M | +4.4% | +19.9% | -15.6% | -6.7% |
| 6M | +28.3% | +9.8% | +18.5% | +19.5% |
| YTD | +20.5% | -3.3% | +23.8% | +19.8% |
| 1Y | +45.5% | -3.3% | +48.8% | +44.3% |
| 3Y | +274.0% | +61.5% | +212.5% | +161.8% |
| 5Y | +136.1% | +42.6% | +93.6% | +75.3% |
| All | +291.5% | +197.9% | +93.7% | +89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling