+2,882.4%
DVA vs WTW
+1,101.3%
+1,781.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.1% |
| 7D | -0.2% | -7.8% | +7.6% | +2.1% |
| 30D | +1.7% | -7.9% | +9.6% | +4.0% |
| 3M | -8.7% | +19.9% | -28.6% | -13.4% |
| 6M | +19.7% | +9.8% | +9.8% | +15.4% |
| YTD | +59.6% | -3.3% | +63.0% | +59.5% |
| 1Y | +37.1% | -3.3% | +40.4% | +36.9% |
| 3Y | +89.8% | +61.5% | +28.2% | +62.2% |
| 5Y | +47.4% | +42.6% | +4.8% | +29.2% |
| 10Y | +184.9% | +197.1% | -12.2% | +100.2% |
| All | +2,882.4% | +1,101.3% | +1,781.1% | +1,349.8% |
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