+34.2%
FIVE vs WTW
+45.2%
-11.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.8% | -1.5% |
| 7D | +1.7% | -7.1% | +8.8% | +4.1% |
| 30D | +5.0% | -8.5% | +13.5% | +8.1% |
| 3M | +29.5% | +20.6% | +8.9% | +21.2% |
| 6M | +12.4% | +7.2% | +5.2% | +9.0% |
| YTD | +31.2% | -3.9% | +35.1% | +31.8% |
| 1Y | +72.9% | -3.6% | +76.5% | +72.7% |
| 3Y | +53.0% | +60.7% | -7.7% | +11.1% |
| 5Y | +34.2% | +42.2% | -8.0% | -0.5% |
| All | +34.2% | +45.2% | -11.1% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling