+46.0%
F vs WTW
+44.7%
+1.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | -3.1% | +2.0% | -5.1% | -3.3% |
| 30D | 0.0% | +12.9% | -12.8% | -1.0% |
| 3M | -13.2% | +0.7% | -14.0% | -13.5% |
| 6M | -10.2% | +39.5% | -49.7% | -12.9% |
| YTD | -4.9% | +3.1% | -8.0% | -3.3% |
| 1Y | -6.1% | +4.8% | -10.8% | -4.8% |
| 3Y | +46.0% | +42.9% | +3.0% | +50.4% |
| All | +46.0% | +44.7% | +1.3% | +50.4% |
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