+61.2%
FIVE vs WTW
+8.6%
+52.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.0% | +3.7% | +6.6% |
| 7D | +7.5% | +4.9% | +2.6% | +7.3% |
| 30D | +16.7% | +17.1% | -0.4% | +16.2% |
| 3M | +13.4% | -0.3% | +13.7% | +12.9% |
| 6M | +9.0% | +30.7% | -21.6% | +10.9% |
| YTD | +33.8% | +3.7% | +30.1% | +35.4% |
| 1Y | +61.2% | +5.9% | +55.3% | +60.8% |
| All | +61.2% | +8.6% | +52.6% | +60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling