+49.6%
F vs WTW
+50.6%
-1.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.4% | -3.3% |
| 7D | +1.2% | -2.7% | +3.9% | +2.1% |
| 30D | +1.2% | -5.6% | +6.9% | +3.1% |
| 3M | -5.7% | +26.5% | -32.2% | -13.8% |
| 6M | +17.9% | +8.1% | +9.8% | +14.2% |
| YTD | +10.4% | -0.3% | +10.7% | +10.1% |
| 1Y | +25.3% | -0.9% | +26.2% | +25.1% |
| 3Y | +37.5% | +66.6% | -29.2% | -3.8% |
| All | +49.6% | +50.6% | -1.0% | +9.0% |
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