+503.0%
MA vs WTW
+198.0%
+305.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -1.7% | -5.7% | +4.0% | +1.4% |
| 30D | +1.7% | -7.3% | +8.9% | +5.8% |
| 3M | +17.2% | +21.5% | -4.3% | +5.0% |
| 6M | +13.3% | +9.6% | +3.7% | +6.8% |
| YTD | +0.2% | -3.3% | +3.5% | +0.3% |
| 1Y | -2.7% | -6.1% | +3.4% | -1.1% |
| 3Y | +39.1% | +61.8% | -22.8% | +0.9% |
| 5Y | +68.8% | +42.7% | +26.1% | +30.1% |
| All | +503.0% | +198.0% | +305.0% | +221.2% |
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