+37.5%
F vs WTW
+65.4%
-27.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.4% | -4.1% |
| 7D | +1.2% | -2.7% | +3.9% | +1.3% |
| 30D | +1.2% | -5.6% | +6.9% | +1.5% |
| 3M | -5.7% | +26.5% | -32.2% | -7.0% |
| 6M | +17.9% | +8.1% | +9.8% | +18.8% |
| YTD | +10.4% | -0.3% | +10.7% | +12.4% |
| 1Y | +25.3% | -0.9% | +26.2% | +27.7% |
| 3Y | +37.5% | +66.6% | -29.2% | +39.2% |
| All | +37.5% | +65.4% | -27.9% | +39.2% |
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