+433.8%
MAR vs WTW
+198.0%
+235.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -0.5% | -5.7% | +5.2% | +2.2% |
| 30D | -5.4% | -7.3% | +1.8% | -2.1% |
| 3M | -15.5% | +21.5% | -37.0% | -23.7% |
| 6M | +3.0% | +9.6% | -6.7% | -3.2% |
| YTD | +8.5% | -3.3% | +11.8% | +7.7% |
| 1Y | +26.0% | -6.1% | +32.1% | +26.9% |
| 3Y | +68.6% | +61.8% | +6.8% | +23.8% |
| 5Y | +157.4% | +42.7% | +114.7% | +99.5% |
| All | +433.8% | +198.0% | +235.8% | +197.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling