+114.8%
M vs WTW
+1,174.9%
-1,060.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.6% |
| 7D | +4.7% | -2.6% | +7.3% | +6.1% |
| 30D | -9.6% | -1.0% | -8.7% | -9.3% |
| 3M | +0.9% | +29.9% | -29.1% | -12.1% |
| 6M | +22.3% | +10.7% | +11.6% | +14.3% |
| YTD | +6.5% | +2.6% | +3.9% | +2.9% |
| 1Y | +38.8% | +2.8% | +36.0% | +33.6% |
| 3Y | +115.9% | +67.3% | +48.6% | +58.7% |
| 5Y | +28.6% | +56.6% | -28.0% | -2.0% |
| 10Y | -2.5% | +204.1% | -206.6% | -48.0% |
| All | +114.8% | +1,174.9% | -1,060.1% | -22.6% |
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