+847.5%
MSCI vs WTW
+218.5%
+629.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.2% |
| 7D | +3.0% | +2.0% | +1.0% | +1.9% |
| 30D | +17.8% | +12.9% | +4.9% | +10.2% |
| 3M | +15.2% | +0.7% | +14.4% | +14.5% |
| 6M | +16.5% | +39.5% | -23.0% | -3.9% |
| YTD | +16.4% | +3.1% | +13.3% | +11.7% |
| 1Y | +16.8% | +4.8% | +12.0% | +11.0% |
| 3Y | +35.8% | +42.9% | -7.2% | +4.4% |
| 5Y | +7.0% | +55.3% | -48.3% | -22.7% |
| All | +847.5% | +218.5% | +629.0% | +375.1% |
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