+119.1%
M vs WTW
+61.9%
+57.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.1% | +7.6% | +7.7% |
| 7D | -4.2% | -5.7% | +1.5% | -2.8% |
| 30D | -7.2% | -7.3% | +0.1% | -5.5% |
| 3M | -11.1% | +21.5% | -32.6% | -15.5% |
| 6M | +28.8% | +9.6% | +19.2% | +25.4% |
| YTD | +2.0% | -3.3% | +5.3% | +3.4% |
| 1Y | +31.3% | -6.1% | +37.4% | +34.2% |
| 3Y | +119.1% | +61.8% | +57.2% | +97.2% |
| All | +119.1% | +61.9% | +57.2% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling