+70.7%
MA vs WTW
+44.7%
+26.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.5% |
| 7D | +1.3% | +2.0% | -0.7% | +0.5% |
| 30D | +9.6% | +12.9% | -3.3% | +4.2% |
| 3M | +16.8% | +0.7% | +16.0% | +16.3% |
| 6M | +35.2% | +39.5% | -4.3% | +17.4% |
| YTD | +16.6% | +3.1% | +13.5% | +13.3% |
| 1Y | +19.8% | +4.8% | +15.0% | +15.6% |
| 3Y | +70.7% | +42.9% | +27.7% | +49.8% |
| All | +70.7% | +44.7% | +26.0% | +49.8% |
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