+498.4%
FIVE vs WTW
+218.5%
+279.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -1.2% |
| 7D | +2.7% | +2.0% | +0.7% | +1.6% |
| 30D | +12.7% | +12.9% | -0.2% | +5.6% |
| 3M | +2.1% | +0.7% | +1.3% | +1.3% |
| 6M | +17.5% | +39.5% | -22.0% | -2.7% |
| YTD | +31.0% | +3.1% | +27.9% | +25.1% |
| 1Y | +67.7% | +4.8% | +63.0% | +58.6% |
| 3Y | +43.4% | +42.9% | +0.4% | +8.2% |
| 5Y | +18.1% | +55.3% | -37.2% | -17.3% |
| All | +498.4% | +218.5% | +279.9% | +204.7% |
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