+58.7%
FIVE vs WTW
+66.9%
-8.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.0% |
| 7D | +3.7% | -2.7% | +6.4% | +3.9% |
| 30D | +4.0% | -5.6% | +9.6% | +4.5% |
| 3M | +36.2% | +26.5% | +9.7% | +33.8% |
| 6M | +18.0% | +8.1% | +9.9% | +17.7% |
| YTD | +34.9% | -0.3% | +35.2% | +35.6% |
| 1Y | +67.9% | -0.9% | +68.8% | +68.6% |
| All | +58.7% | +66.9% | -8.2% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling