-10.9%
M vs WTW
+197.9%
-208.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.5% | -5.2% | -5.0% |
| 7D | -8.8% | -7.8% | -1.0% | -4.9% |
| 30D | -16.4% | -7.9% | -8.5% | -12.9% |
| 3M | -10.8% | +19.9% | -30.8% | -19.5% |
| 6M | +16.1% | +9.8% | +6.3% | +8.6% |
| YTD | -5.3% | -3.3% | -1.9% | -5.4% |
| 1Y | +24.9% | -3.3% | +28.2% | +24.3% |
| 3Y | +97.5% | +61.5% | +36.0% | +41.4% |
| 5Y | +20.4% | +42.6% | -22.2% | -7.9% |
| All | -10.9% | +197.9% | -208.8% | -51.2% |
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 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