+57.4%
MAR vs WTW
+8.6%
+48.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -0.9% | +1.8% |
| 7D | +7.7% | +4.9% | +2.8% | +7.3% |
| 30D | +19.4% | +17.1% | +2.3% | +17.9% |
| 3M | +23.3% | -0.3% | +23.7% | +23.1% |
| 6M | +22.8% | +30.7% | -7.8% | +19.6% |
| YTD | +37.8% | +3.7% | +34.0% | +39.2% |
| 1Y | +57.4% | +5.9% | +51.5% | +58.0% |
| All | +57.4% | +8.6% | +48.8% | +58.0% |
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