+42.1%
DD vs WTW
+61.9%
-19.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -3.5% | -5.7% | +2.2% | -2.4% |
| 30D | -11.7% | -7.3% | -4.4% | -10.4% |
| 3M | -9.2% | +21.5% | -30.7% | -13.1% |
| 6M | -7.2% | +9.6% | -16.8% | -9.1% |
| YTD | +6.6% | -3.3% | +9.9% | +8.5% |
| 1Y | +32.0% | -6.1% | +38.1% | +35.7% |
| 3Y | +42.1% | +61.8% | -19.7% | +26.5% |
| All | +42.1% | +61.9% | -19.8% | +26.5% |
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 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