-26.2%
DT vs WTW
+42.0%
-68.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -1.6% | -5.7% | +4.1% | +0.8% |
| 30D | +3.0% | -7.3% | +10.3% | +6.2% |
| 3M | +26.5% | +21.5% | +5.0% | +15.5% |
| 6M | +35.9% | +9.6% | +26.3% | +29.0% |
| YTD | +17.8% | -3.3% | +21.1% | +16.5% |
| 1Y | +4.1% | -6.1% | +10.2% | +4.2% |
| 3Y | +5.3% | +61.8% | -56.5% | -27.9% |
| All | -26.2% | +42.0% | -68.2% | -46.7% |
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