+359.5%
DAR vs WTW
+198.0%
+161.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -0.1% | -5.7% | +5.6% | +2.4% |
| 30D | +2.6% | -7.3% | +9.9% | +5.8% |
| 3M | +14.2% | +21.5% | -7.2% | +3.4% |
| 6M | +17.2% | +9.6% | +7.6% | +10.2% |
| YTD | +80.9% | -3.3% | +84.1% | +78.9% |
| 1Y | +104.0% | -6.1% | +110.1% | +104.6% |
| 3Y | +3.6% | +61.8% | -58.2% | -25.2% |
| 5Y | -7.8% | +42.7% | -50.5% | -29.4% |
| All | +359.5% | +198.0% | +161.4% | +136.5% |
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