+851.7%
FIVE vs WTW
+333.5%
+518.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.1% | +7.2% | +6.2% |
| 7D | +4.3% | -2.6% | +6.9% | +5.5% |
| 30D | +12.5% | -1.0% | +13.5% | +13.0% |
| 3M | +31.2% | +29.9% | +1.3% | +14.6% |
| 6M | +14.4% | +10.7% | +3.7% | +6.9% |
| YTD | +33.9% | +2.6% | +31.3% | +28.8% |
| 1Y | +65.1% | +2.8% | +62.3% | +57.8% |
| 3Y | +49.0% | +67.3% | -18.3% | +4.4% |
| 5Y | +30.3% | +56.6% | -26.3% | -6.1% |
| 10Y | +481.1% | +204.1% | +277.0% | +201.0% |
| All | +851.7% | +333.5% | +518.2% | +295.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling