+116.4%
KEY vs WTW
+1,181.4%
-1,065.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.6% |
| 7D | +2.9% | +2.0% | +1.0% | +1.6% |
| 30D | +8.4% | +12.9% | -4.4% | +0.3% |
| 3M | -5.8% | +0.7% | -6.5% | -6.7% |
| 6M | +5.4% | +39.5% | -34.0% | -15.7% |
| YTD | +7.1% | +3.1% | +4.0% | +1.2% |
| 1Y | +26.8% | +4.8% | +22.0% | +18.6% |
| 3Y | +128.7% | +42.9% | +85.7% | +70.6% |
| 5Y | +13.6% | +55.3% | -41.6% | -20.5% |
| 10Y | +99.7% | +217.2% | -117.5% | -13.2% |
| All | +116.4% | +1,181.4% | -1,065.1% | -42.3% |
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