+369.9%
EXC vs WTW
+1,139.1%
-769.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.6% |
| 7D | +1.2% | -2.7% | +4.0% | +2.1% |
| 30D | -2.7% | -5.6% | +2.9% | -1.0% |
| 3M | -1.0% | +26.5% | -27.5% | -8.4% |
| 6M | -9.3% | +8.1% | -17.4% | -12.2% |
| YTD | +3.6% | -0.3% | +3.9% | +2.3% |
| 1Y | +5.9% | -0.9% | +6.8% | +4.6% |
| 3Y | +21.3% | +66.6% | -45.3% | +0.4% |
| 5Y | +46.2% | +54.0% | -7.8% | +22.9% |
| 10Y | +151.5% | +198.1% | -46.7% | +72.9% |
| All | +369.9% | +1,139.1% | -769.2% | +158.7% |
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 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