+27.9%
GAP vs WTW
+198.0%
-170.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | -4.1% | -5.7% | +1.6% | -0.8% |
| 30D | +6.2% | -7.3% | +13.5% | +10.9% |
| 3M | -0.7% | +21.5% | -22.2% | -11.8% |
| 6M | -7.1% | +9.6% | -16.7% | -13.5% |
| YTD | -14.1% | -3.3% | -10.8% | -14.1% |
| 1Y | -8.5% | -6.1% | -2.4% | -7.1% |
| 3Y | +115.4% | +61.8% | +53.5% | +45.8% |
| 5Y | +9.8% | +42.7% | -32.8% | -19.5% |
| All | +27.9% | +198.0% | -170.2% | -33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling