+27.2%
F vs WTW
-2.8%
+30.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.2% |
| 7D | -3.7% | -7.8% | +4.1% | -4.0% |
| 30D | -0.7% | -7.9% | +7.2% | -1.1% |
| 3M | -1.9% | +19.9% | -21.8% | -1.0% |
| 6M | +16.1% | +9.8% | +6.3% | +19.2% |
| YTD | +9.5% | -3.3% | +12.8% | +15.0% |
| 1Y | +27.2% | -3.3% | +30.5% | +33.3% |
| All | +27.2% | -2.8% | +30.1% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling