+57.7%
DD vs WTW
+42.0%
+15.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -3.5% | -5.7% | +2.2% | -1.5% |
| 30D | -11.7% | -7.3% | -4.4% | -9.4% |
| 3M | -9.2% | +21.5% | -30.7% | -16.0% |
| 6M | -7.2% | +9.6% | -16.8% | -11.3% |
| YTD | +6.6% | -3.3% | +9.9% | +7.1% |
| 1Y | +32.0% | -6.1% | +38.1% | +34.5% |
| 3Y | +42.1% | +61.8% | -19.7% | +6.8% |
| All | +57.7% | +42.0% | +15.7% | +19.5% |
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 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