+1,024.6%
MKTX vs WTW
+434.7%
+589.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -0.2% | -5.7% | +5.5% | +2.7% |
| 30D | +0.7% | -7.3% | +8.0% | +4.4% |
| 3M | +40.8% | +21.5% | +19.3% | +28.0% |
| 6M | -8.0% | +9.6% | -17.6% | -12.6% |
| YTD | -8.7% | -3.3% | -5.5% | -9.0% |
| 1Y | -11.8% | -6.1% | -5.7% | -10.9% |
| 3Y | -24.0% | +61.8% | -85.9% | -44.3% |
| 5Y | -60.3% | +42.7% | -103.0% | -69.3% |
| 10Y | +5.0% | +197.2% | -192.3% | -51.1% |
| All | +1,024.6% | +434.7% | +589.8% | +216.4% |
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