+75.8%
GM vs WTW
+42.0%
+33.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -2.4% | -5.7% | +3.3% | -0.2% |
| 30D | -1.1% | -7.3% | +6.1% | +1.7% |
| 3M | +6.1% | +21.5% | -15.3% | -2.4% |
| 6M | +15.0% | +9.6% | +5.3% | +9.7% |
| YTD | +6.0% | -3.3% | +9.3% | +6.7% |
| 1Y | +47.1% | -6.1% | +53.2% | +49.9% |
| 3Y | +170.5% | +61.8% | +108.7% | +95.3% |
| All | +75.8% | +42.0% | +33.8% | +29.2% |
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