+86.4%
F vs WTW
+198.0%
-111.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -4.4% | -5.7% | +1.3% | -1.8% |
| 30D | +1.0% | -7.3% | +8.3% | +4.5% |
| 3M | -4.0% | +21.5% | -25.5% | -13.2% |
| 6M | +18.1% | +9.6% | +8.5% | +11.0% |
| YTD | +10.2% | -3.3% | +13.5% | +9.4% |
| 1Y | +24.3% | -6.1% | +30.5% | +25.2% |
| 3Y | +38.1% | +61.8% | -23.8% | -1.9% |
| 5Y | +50.2% | +42.7% | +7.6% | +14.3% |
| All | +86.4% | +198.0% | -111.6% | -2.9% |
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