+3,255.6%
COST vs WTW
+1,101.3%
+2,154.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | -2.5% | -7.8% | +5.3% | -0.2% |
| 30D | -4.4% | -7.9% | +3.4% | -2.2% |
| 3M | -8.1% | +19.9% | -28.0% | -13.0% |
| 6M | -9.2% | +9.8% | -19.0% | -12.3% |
| YTD | +5.1% | -3.3% | +8.4% | +4.8% |
| 1Y | -5.1% | -3.3% | -1.8% | -5.5% |
| 3Y | +70.4% | +61.5% | +8.8% | +44.4% |
| 5Y | +104.7% | +42.6% | +62.1% | +79.0% |
| 10Y | +608.8% | +197.1% | +411.8% | +388.6% |
| All | +3,255.6% | +1,101.3% | +2,154.3% | +1,603.4% |
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