+45.6%
EXC vs WTW
+42.3%
+3.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.6% | -7.8% | +6.2% | +0.6% |
| 30D | -2.4% | -7.9% | +5.5% | -0.2% |
| 3M | -4.0% | +19.9% | -23.9% | -9.3% |
| 6M | -9.8% | +9.8% | -19.6% | -12.9% |
| YTD | +2.3% | -3.3% | +5.6% | +2.2% |
| 1Y | +3.8% | -3.3% | +7.1% | +3.6% |
| 3Y | +19.7% | +61.5% | -41.8% | -1.4% |
| 5Y | +45.6% | +42.6% | +3.0% | +21.7% |
| All | +45.6% | +42.3% | +3.3% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling