+227.5%
LOW vs WTW
+198.0%
+29.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -3.7% | -5.7% | +2.0% | -1.2% |
| 30D | -8.9% | -7.3% | -1.6% | -5.9% |
| 3M | -10.4% | +21.5% | -31.9% | -18.2% |
| 6M | -19.4% | +9.6% | -29.0% | -23.6% |
| YTD | -17.1% | -3.3% | -13.8% | -17.5% |
| 1Y | -26.3% | -6.1% | -20.1% | -25.7% |
| 3Y | -9.9% | +61.8% | -71.7% | -33.0% |
| 5Y | +6.1% | +42.7% | -36.6% | -17.0% |
| All | +227.5% | +198.0% | +29.5% | +79.3% |
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 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