+291.3%
IR vs WTW
+167.8%
+123.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.3% |
| 7D | -2.8% | -2.6% | -0.2% | -1.6% |
| 30D | -15.1% | -1.0% | -14.2% | -14.8% |
| 3M | +6.1% | +29.9% | -23.9% | -7.4% |
| 6M | -16.8% | +10.7% | -27.5% | -22.1% |
| YTD | -3.5% | +2.6% | -6.1% | -6.6% |
| 1Y | -3.5% | +2.8% | -6.2% | -6.8% |
| 3Y | +9.5% | +67.3% | -57.8% | -21.2% |
| 5Y | +45.1% | +56.6% | -11.6% | +7.1% |
| All | +291.3% | +167.8% | +123.5% | +115.8% |
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