+26.2%
MAR vs WTW
+3.0%
+23.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.4% |
| 7D | -4.2% | -2.6% | -1.5% | -3.9% |
| 30D | -6.7% | -1.0% | -5.7% | -6.6% |
| 3M | -12.5% | +29.9% | -42.4% | -15.7% |
| 6M | +0.6% | +10.7% | -10.1% | -0.4% |
| YTD | +9.1% | +2.6% | +6.5% | +10.3% |
| 1Y | +26.2% | +2.8% | +23.5% | +27.2% |
| All | +26.2% | +3.0% | +23.2% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling