+75.5%
CAPR vs WTW
+42.0%
+33.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -11.0% | -5.7% | -5.2% | -10.9% |
| 30D | +99.8% | -7.3% | +107.0% | +99.8% |
| 3M | -66.6% | +21.5% | -88.0% | -68.2% |
| 6M | -75.1% | +9.6% | -84.7% | -75.7% |
| YTD | -71.0% | -3.3% | -67.7% | -70.9% |
| 1Y | +30.0% | -6.1% | +36.1% | +31.5% |
| 3Y | +29.0% | +61.8% | -32.9% | +4.2% |
| All | +75.5% | +42.0% | +33.5% | +40.6% |
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