+35.8%
IR vs WTW
+42.0%
-6.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -4.5% | -5.7% | +1.2% | -2.2% |
| 30D | -13.9% | -7.3% | -6.7% | -11.4% |
| 3M | -0.3% | +21.5% | -21.8% | -8.6% |
| 6M | -14.3% | +9.6% | -24.0% | -18.5% |
| YTD | -7.9% | -3.3% | -4.6% | -7.5% |
| 1Y | -9.9% | -6.1% | -3.8% | -8.2% |
| 3Y | +6.5% | +61.8% | -55.3% | -22.5% |
| All | +35.8% | +42.0% | -6.2% | +1.7% |
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 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