-52.7%
C vs WTW
+1,181.4%
-1,234.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -1.3% |
| 7D | +4.2% | +2.0% | +2.2% | +2.8% |
| 30D | +2.0% | +12.9% | -10.9% | -6.0% |
| 3M | -10.1% | +0.7% | -10.9% | -11.3% |
| 6M | +1.0% | +39.5% | -38.5% | -20.2% |
| YTD | +8.5% | +3.1% | +5.4% | +2.4% |
| 1Y | +25.7% | +4.8% | +21.0% | +17.3% |
| 3Y | +216.0% | +42.9% | +173.0% | +133.9% |
| 5Y | +112.3% | +55.3% | +57.0% | +44.8% |
| 10Y | +217.8% | +217.2% | +0.7% | +28.0% |
| All | -52.7% | +1,181.4% | -1,234.1% | -88.5% |
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