+1,531.6%
IT vs WTW
+1,094.8%
+436.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -0.2% |
| 7D | -9.1% | -7.1% | -2.0% | -6.2% |
| 30D | -12.2% | -8.5% | -3.6% | -8.7% |
| 3M | +7.8% | +20.6% | -12.8% | 0.0% |
| 6M | +2.0% | +7.2% | -5.2% | -1.0% |
| YTD | -32.7% | -3.9% | -28.9% | -32.6% |
| 1Y | -31.1% | -3.6% | -27.5% | -31.2% |
| 3Y | -52.1% | +60.7% | -112.8% | -62.0% |
| 5Y | -46.3% | +42.2% | -88.4% | -55.3% |
| 10Y | +91.4% | +195.5% | -104.1% | +16.5% |
| All | +1,531.6% | +1,094.8% | +436.8% | +631.5% |
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