+13,824.1%
MA vs WTW
+466.5%
+13,357.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | 0.0% |
| 7D | -2.7% | -2.6% | -0.1% | -1.3% |
| 30D | +1.5% | -1.0% | +2.5% | +2.0% |
| 3M | +20.4% | +29.9% | -9.5% | +4.2% |
| 6M | +11.1% | +10.7% | +0.4% | +4.3% |
| YTD | +2.0% | +2.6% | -0.6% | -1.1% |
| 1Y | -2.2% | +2.8% | -4.9% | -5.3% |
| 3Y | +41.9% | +67.3% | -25.4% | +2.7% |
| 5Y | +75.4% | +56.6% | +18.7% | +30.2% |
| 10Y | +527.5% | +204.1% | +323.5% | +213.6% |
| All | +13,824.1% | +466.5% | +13,357.6% | +4,801.6% |
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