+155.8%
EXC vs WTW
+198.0%
-42.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -1.1% | -5.7% | +4.6% | +1.2% |
| 30D | -3.6% | -7.3% | +3.6% | -0.8% |
| 3M | -4.3% | +21.5% | -25.7% | -12.2% |
| 6M | -9.9% | +9.6% | -19.6% | -14.3% |
| YTD | +1.8% | -3.3% | +5.0% | +1.2% |
| 1Y | +2.9% | -6.1% | +9.0% | +3.5% |
| 3Y | +19.1% | +61.8% | -42.7% | -8.3% |
| 5Y | +44.8% | +42.7% | +2.2% | +16.0% |
| All | +155.8% | +198.0% | -42.2% | +60.9% |
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