-11.5%
DAR vs WTW
+42.0%
-53.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -0.1% | -5.7% | +5.6% | +1.6% |
| 30D | +2.6% | -7.3% | +9.9% | +4.8% |
| 3M | +14.2% | +21.5% | -7.2% | +6.1% |
| 6M | +17.2% | +9.6% | +7.6% | +12.1% |
| YTD | +80.9% | -3.3% | +84.1% | +80.5% |
| 1Y | +104.0% | -6.1% | +110.1% | +105.9% |
| 3Y | +3.6% | +61.8% | -58.2% | -24.7% |
| All | -11.5% | +42.0% | -53.5% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling