+1,459.4%
LOW vs WTW
+1,101.3%
+358.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.2% |
| 7D | -2.6% | -7.8% | +5.2% | +0.5% |
| 30D | -11.1% | -7.9% | -3.3% | -8.3% |
| 3M | -8.5% | +19.9% | -28.5% | -15.3% |
| 6M | -20.8% | +9.8% | -30.7% | -24.6% |
| YTD | -17.2% | -3.3% | -13.9% | -17.7% |
| 1Y | -24.7% | -3.3% | -21.4% | -25.3% |
| 3Y | -9.7% | +61.5% | -71.3% | -28.7% |
| 5Y | +6.0% | +42.6% | -36.6% | -12.6% |
| 10Y | +230.5% | +197.1% | +33.4% | +101.0% |
| All | +1,459.4% | +1,101.3% | +358.1% | +599.2% |
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