+58.5%
D vs WTW
+60.9%
-2.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -0.9% |
| 7D | -0.4% | -7.1% | +6.7% | +1.1% |
| 30D | -2.1% | -8.5% | +6.5% | -0.3% |
| 3M | -0.7% | +20.6% | -21.3% | -5.3% |
| 6M | +5.6% | +7.2% | -1.6% | +3.0% |
| YTD | +14.6% | -3.9% | +18.4% | +15.0% |
| 1Y | +15.3% | -3.6% | +18.9% | +15.6% |
| All | +58.5% | +60.9% | -2.4% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling