+34.1%
D vs WTW
+198.0%
-164.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -2.2% | -5.7% | +3.5% | -0.4% |
| 30D | -4.5% | -7.3% | +2.8% | -2.2% |
| 3M | -2.5% | +21.5% | -24.0% | -9.2% |
| 6M | +5.5% | +9.6% | -4.1% | +1.1% |
| YTD | +13.3% | -3.3% | +16.5% | +12.7% |
| 1Y | +11.8% | -6.1% | +18.0% | +12.4% |
| 3Y | +56.7% | +61.8% | -5.1% | +28.0% |
| 5Y | +4.3% | +42.7% | -38.4% | -12.3% |
| All | +34.1% | +198.0% | -164.0% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling