+23.4%
GAP vs WTW
+1,094.8%
-1,071.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.0% | -3.0% |
| 7D | -3.2% | -7.1% | +3.9% | 0.0% |
| 30D | -0.7% | -8.5% | +7.8% | +3.3% |
| 3M | -0.5% | +20.6% | -21.0% | -8.6% |
| 6M | -5.0% | +7.2% | -12.2% | -8.9% |
| YTD | -14.7% | -3.9% | -10.8% | -14.5% |
| 1Y | -8.6% | -3.6% | -5.0% | -8.8% |
| 3Y | +108.4% | +60.7% | +47.7% | +61.8% |
| 5Y | +5.8% | +42.2% | -36.4% | -13.0% |
| 10Y | +29.6% | +195.5% | -165.8% | -20.1% |
| All | +23.4% | +1,094.8% | -1,071.4% | -45.7% |
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