+20.6%
EXC vs WTW
+60.9%
-40.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.2% |
| 7D | +0.3% | -7.1% | +7.4% | +1.9% |
| 30D | -0.9% | -8.5% | +7.7% | +0.9% |
| 3M | -2.7% | +20.6% | -23.2% | -7.0% |
| 6M | -9.4% | +7.2% | -16.6% | -11.3% |
| YTD | +3.0% | -3.9% | +6.9% | +3.1% |
| 1Y | +5.1% | -3.6% | +8.7% | +5.0% |
| All | +20.6% | +60.9% | -40.3% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling