+132.0%
C vs WTW
+45.2%
+86.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.3% | +2.1% |
| 7D | +2.6% | -7.1% | +9.7% | +5.5% |
| 30D | +1.9% | -8.5% | +10.4% | +5.3% |
| 3M | +2.8% | +20.6% | -17.8% | -5.3% |
| 6M | +30.6% | +7.2% | +23.3% | +25.6% |
| YTD | +19.9% | -3.9% | +23.7% | +20.3% |
| 1Y | +44.6% | -3.6% | +48.2% | +44.6% |
| 3Y | +272.1% | +60.7% | +211.5% | +184.5% |
| 5Y | +132.0% | +42.2% | +89.8% | +78.9% |
| All | +132.0% | +45.2% | +86.7% | +78.9% |
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