-3.4%
GAP vs WTW
+3.0%
-6.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | -4.5% | -2.6% | -1.9% | -3.8% |
| 30D | +9.0% | -1.0% | +10.0% | +9.3% |
| 3M | +5.0% | +29.9% | -24.9% | -1.0% |
| 6M | -17.8% | +10.7% | -28.5% | -19.3% |
| YTD | -10.4% | +2.6% | -13.0% | -9.3% |
| 1Y | -3.4% | +2.8% | -6.1% | -2.8% |
| All | -3.4% | +3.0% | -6.4% | -2.8% |
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 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