+44.4%
F vs WTW
+1,174.9%
-1,130.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.4% |
| 7D | +5.3% | -2.6% | +8.0% | +6.5% |
| 30D | +4.6% | -1.0% | +5.6% | +4.9% |
| 3M | -3.7% | +29.9% | -33.6% | -14.8% |
| 6M | +16.8% | +10.7% | +6.1% | +9.7% |
| YTD | +15.3% | +2.6% | +12.7% | +11.2% |
| 1Y | +31.0% | +2.8% | +28.3% | +26.0% |
| 3Y | +45.4% | +67.3% | -21.8% | +9.2% |
| 5Y | +54.7% | +56.6% | -2.0% | +19.7% |
| 10Y | +98.2% | +204.1% | -105.8% | +12.9% |
| All | +44.4% | +1,174.9% | -1,130.5% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling