-48.1%
C vs WTW
+1,139.1%
-1,187.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +1.1% |
| 7D | +3.2% | -2.7% | +5.9% | +5.0% |
| 30D | +1.3% | -5.6% | +6.9% | +4.8% |
| 3M | +3.1% | +26.5% | -23.4% | -12.5% |
| 6M | +29.6% | +8.1% | +21.5% | +20.4% |
| YTD | +19.0% | -0.3% | +19.3% | +15.4% |
| 1Y | +45.6% | -0.9% | +46.5% | +41.3% |
| 3Y | +269.3% | +66.6% | +202.6% | +146.0% |
| 5Y | +131.6% | +54.0% | +77.6% | +59.0% |
| 10Y | +286.5% | +198.1% | +88.4% | +62.7% |
| All | -48.1% | +1,139.1% | -1,187.2% | -87.0% |
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