+60.6%
DVA vs WTW
+8.6%
+52.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.0% | +2.8% | +5.2% |
| 7D | +4.7% | +4.9% | -0.1% | +3.8% |
| 30D | +7.8% | +17.1% | -9.3% | +4.9% |
| 3M | -15.5% | -0.3% | -15.2% | -15.9% |
| 6M | +25.0% | +30.7% | -5.6% | +20.1% |
| YTD | +69.6% | +3.7% | +65.8% | +70.0% |
| 1Y | +60.6% | +5.9% | +54.7% | +60.2% |
| All | +60.6% | +8.6% | +52.0% | +60.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling