+9.2%
GAP vs WTW
+8.6%
+0.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.0% | +5.0% | +7.2% |
| 7D | +8.0% | +4.9% | +3.1% | +6.6% |
| 30D | +2.7% | +17.1% | -14.4% | -1.3% |
| 3M | +16.0% | -0.3% | +16.4% | +16.2% |
| 6M | +2.0% | +30.7% | -28.6% | -4.4% |
| YTD | -4.4% | +3.7% | -8.1% | -1.7% |
| 1Y | +9.2% | +5.9% | +3.3% | +13.1% |
| All | +9.2% | +8.6% | +0.6% | +13.1% |
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