-17.2%
F vs WTW
+55.3%
-72.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.6% |
| 7D | -3.1% | +2.0% | -5.1% | -3.8% |
| 30D | 0.0% | +12.9% | -12.8% | -4.1% |
| 3M | -13.2% | +0.7% | -14.0% | -13.6% |
| 6M | -10.2% | +39.5% | -49.7% | -21.3% |
| YTD | -4.9% | +3.1% | -8.0% | -6.3% |
| 1Y | -6.1% | +4.8% | -10.8% | -8.2% |
| 3Y | +46.0% | +42.9% | +3.0% | +15.1% |
| All | -17.2% | +55.3% | -72.5% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling