+67.6%
MA vs WTW
+42.3%
+25.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -3.5% | -7.8% | +4.3% | +0.2% |
| 30D | +0.7% | -7.9% | +8.6% | +4.5% |
| 3M | +15.8% | +19.9% | -4.2% | +6.0% |
| 6M | +10.2% | +9.8% | +0.4% | +4.7% |
| YTD | -0.5% | -3.3% | +2.9% | -0.3% |
| 1Y | -1.8% | -3.3% | +1.5% | -1.8% |
| 3Y | +38.7% | +61.5% | -22.8% | +4.6% |
| 5Y | +67.6% | +42.6% | +25.0% | +29.3% |
| All | +67.6% | +42.3% | +25.3% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling