+475.0%
DINO vs WTW
+198.0%
+276.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.3% | -5.7% | +8.0% | +4.5% |
| 30D | +22.6% | -7.3% | +29.9% | +25.8% |
| 3M | +55.2% | +21.5% | +33.8% | +43.0% |
| 6M | +93.8% | +9.6% | +84.1% | +84.2% |
| YTD | +139.5% | -3.3% | +142.8% | +138.4% |
| 1Y | +115.3% | -6.1% | +121.4% | +116.6% |
| 3Y | +98.8% | +61.8% | +36.9% | +52.0% |
| 5Y | +333.5% | +42.7% | +290.8% | +246.1% |
| All | +475.0% | +198.0% | +276.9% | +255.2% |
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