+176.8%
MS vs WTW
+44.7%
+132.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | +5.1% | +2.0% | +3.1% | +4.7% |
| 30D | +5.7% | +12.9% | -7.2% | +3.2% |
| 3M | -12.2% | +0.7% | -12.9% | -12.3% |
| 6M | -0.5% | +39.5% | -40.0% | -8.1% |
| YTD | +9.8% | +3.1% | +6.7% | +9.6% |
| 1Y | +17.7% | +4.8% | +13.0% | +16.8% |
| 3Y | +176.8% | +42.9% | +133.9% | +165.3% |
| All | +176.8% | +44.7% | +132.1% | +165.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling