+144.8%
MS vs WTW
+54.0%
+90.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.4% |
| 7D | +2.5% | -2.7% | +5.2% | +3.5% |
| 30D | 0.0% | -5.6% | +5.6% | +2.0% |
| 3M | +2.4% | +26.5% | -24.1% | -7.2% |
| 6M | +36.4% | +8.1% | +28.3% | +31.1% |
| YTD | +23.8% | -0.3% | +24.1% | +22.7% |
| 1Y | +48.6% | -0.9% | +49.5% | +47.1% |
| 3Y | +179.1% | +66.6% | +112.5% | +104.5% |
| 5Y | +144.8% | +54.0% | +90.9% | +79.3% |
| All | +144.8% | +54.0% | +90.8% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling