+7.6%
GAP vs WTW
+42.0%
-34.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | -4.1% | -5.7% | +1.6% | -1.5% |
| 30D | +6.2% | -7.3% | +13.5% | +9.9% |
| 3M | -0.7% | +21.5% | -22.2% | -9.4% |
| 6M | -7.1% | +9.6% | -16.7% | -11.9% |
| YTD | -14.1% | -3.3% | -10.8% | -13.4% |
| 1Y | -8.5% | -6.1% | -2.4% | -6.6% |
| 3Y | +115.4% | +61.8% | +53.5% | +48.1% |
| All | +7.6% | +42.0% | -34.4% | -22.9% |
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