+476.8%
FIVE vs WTW
+197.9%
+279.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | +0.6% | -7.8% | +8.3% | +4.8% |
| 30D | +3.0% | -7.9% | +10.9% | +7.3% |
| 3M | +23.2% | +19.9% | +3.2% | +11.3% |
| 6M | +9.2% | +9.8% | -0.6% | +2.0% |
| YTD | +28.1% | -3.3% | +31.4% | +26.8% |
| 1Y | +65.3% | -3.3% | +68.6% | +62.7% |
| 3Y | +49.4% | +61.5% | -12.1% | +2.4% |
| 5Y | +29.5% | +42.6% | -13.1% | -5.0% |
| All | +476.8% | +197.9% | +279.0% | +195.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling