+64.6%
DRI vs WTW
+42.3%
+22.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -4.8% | -7.8% | +3.0% | -2.2% |
| 30D | -5.2% | -7.9% | +2.7% | -2.6% |
| 3M | +2.7% | +19.9% | -17.2% | -3.8% |
| 6M | +3.6% | +9.8% | -6.2% | -0.5% |
| YTD | +15.4% | -3.3% | +18.8% | +15.7% |
| 1Y | +1.3% | -3.3% | +4.5% | +1.3% |
| 3Y | +53.1% | +61.5% | -8.4% | +20.3% |
| 5Y | +64.6% | +42.6% | +22.0% | +30.4% |
| All | +64.6% | +42.3% | +22.2% | +30.4% |
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