+132.1%
M vs WTW
+1,181.4%
-1,049.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.5% |
| 7D | +7.0% | +2.0% | +5.0% | +6.0% |
| 30D | +8.9% | +12.9% | -4.0% | +2.6% |
| 3M | +4.5% | +0.7% | +3.8% | +4.0% |
| 6M | +36.2% | +39.5% | -3.3% | +14.4% |
| YTD | +15.1% | +3.1% | +12.0% | +10.9% |
| 1Y | +27.4% | +4.8% | +22.7% | +21.8% |
| 3Y | +160.1% | +42.9% | +117.2% | +108.2% |
| 5Y | -1.6% | +55.3% | -56.8% | -24.3% |
| 10Y | -7.7% | +217.2% | -224.8% | -51.7% |
| All | +132.1% | +1,181.4% | -1,049.3% | -16.6% |
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