+296.8%
ITOT vs WTW
+198.0%
+98.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -0.9% | -5.7% | +4.8% | +1.3% |
| 30D | -1.5% | -7.3% | +5.8% | +1.3% |
| 3M | +3.6% | +21.5% | -17.9% | -4.6% |
| 6M | +13.7% | +9.6% | +4.1% | +8.2% |
| YTD | +12.9% | -3.3% | +16.2% | +12.4% |
| 1Y | +17.2% | -6.1% | +23.3% | +17.8% |
| 3Y | +75.6% | +61.8% | +13.8% | +34.4% |
| 5Y | +75.5% | +42.7% | +32.8% | +40.7% |
| All | +296.8% | +198.0% | +98.7% | +135.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling