+180.6%
DVA vs WTW
+198.0%
-17.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -1.3% | -5.7% | +4.4% | +0.5% |
| 30D | 0.0% | -7.3% | +7.3% | +2.4% |
| 3M | -10.9% | +21.5% | -32.4% | -16.6% |
| 6M | +17.3% | +9.6% | +7.6% | +12.7% |
| YTD | +59.8% | -3.3% | +63.1% | +60.0% |
| 1Y | +36.3% | -6.1% | +42.4% | +37.8% |
| 3Y | +88.6% | +61.8% | +26.8% | +56.0% |
| 5Y | +47.5% | +42.7% | +4.9% | +26.1% |
| All | +180.6% | +198.0% | -17.5% | +89.2% |
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