+478.3%
D vs WTW
+1,174.9%
-696.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | +1.5% | -2.6% | +4.1% | +2.1% |
| 30D | -2.6% | -1.0% | -1.6% | -2.4% |
| 3M | 0.0% | +29.9% | -29.9% | -6.7% |
| 6M | +7.4% | +10.7% | -3.3% | +3.8% |
| YTD | +15.9% | +2.6% | +13.3% | +13.7% |
| 1Y | +18.1% | +2.8% | +15.4% | +15.8% |
| 3Y | +58.4% | +67.3% | -8.9% | +36.5% |
| 5Y | +5.2% | +56.6% | -51.4% | -8.7% |
| 10Y | +35.9% | +204.1% | -168.2% | -0.2% |
| All | +478.3% | +1,174.9% | -696.5% | +236.6% |
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 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