+65.3%
FIVE vs WTW
-2.8%
+68.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.3% |
| 7D | +0.6% | -7.8% | +8.3% | +0.3% |
| 30D | +3.0% | -7.9% | +10.9% | +2.7% |
| 3M | +23.2% | +19.9% | +3.2% | +25.7% |
| 6M | +9.2% | +9.8% | -0.6% | +11.0% |
| YTD | +28.1% | -3.3% | +31.4% | +28.7% |
| 1Y | +65.3% | -3.3% | +68.6% | +66.9% |
| All | +65.3% | -2.8% | +68.1% | +66.9% |
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