+32.0%
DD vs WTW
-3.2%
+35.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -3.5% | -5.7% | +2.2% | -3.4% |
| 30D | -11.7% | -7.3% | -4.4% | -11.5% |
| 3M | -9.2% | +21.5% | -30.7% | -9.5% |
| 6M | -7.2% | +9.6% | -16.8% | -6.3% |
| YTD | +6.6% | -3.3% | +9.9% | +11.7% |
| 1Y | +32.0% | -6.1% | +38.1% | +37.1% |
| All | +32.0% | -3.2% | +35.2% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling