+123.6%
KEY vs WTW
+1,174.9%
-1,051.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.6% |
| 7D | +2.2% | -2.6% | +4.8% | +3.9% |
| 30D | -3.0% | -1.0% | -2.0% | -2.7% |
| 3M | +3.3% | +29.9% | -26.6% | -13.2% |
| 6M | +9.2% | +10.7% | -1.5% | +0.1% |
| YTD | +10.6% | +2.6% | +8.1% | +5.4% |
| 1Y | +20.4% | +2.8% | +17.6% | +14.2% |
| 3Y | +121.8% | +67.3% | +54.6% | +48.9% |
| 5Y | +41.1% | +56.6% | -15.5% | -1.8% |
| 10Y | +168.5% | +204.1% | -35.5% | +19.9% |
| All | +123.6% | +1,174.9% | -1,051.3% | -39.9% |
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