+2,502.3%
DRI vs WTW
+1,139.1%
+1,363.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.6% |
| 7D | -1.2% | -2.7% | +1.5% | -0.1% |
| 30D | -0.4% | -5.6% | +5.3% | +2.0% |
| 3M | +9.5% | +26.5% | -17.0% | -1.4% |
| 6M | +6.5% | +8.1% | -1.7% | +1.6% |
| YTD | +18.4% | -0.3% | +18.7% | +16.2% |
| 1Y | +4.2% | -0.9% | +5.1% | +2.3% |
| 3Y | +57.1% | +66.6% | -9.5% | +21.1% |
| 5Y | +70.4% | +54.0% | +16.4% | +34.5% |
| 10Y | +354.0% | +198.1% | +155.9% | +174.4% |
| All | +2,502.3% | +1,139.1% | +1,363.2% | +1,014.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling