+611.5%
MSCI vs WTW
+197.9%
+413.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -4.7% | -7.8% | +3.1% | -0.4% |
| 30D | -2.2% | -7.9% | +5.7% | +2.2% |
| 3M | -9.7% | +19.9% | -29.6% | -18.7% |
| 6M | +0.3% | +9.8% | -9.5% | -6.0% |
| YTD | -3.5% | -3.3% | -0.1% | -3.9% |
| 1Y | -1.4% | -3.3% | +1.9% | -2.1% |
| 3Y | +6.6% | +61.5% | -55.0% | -24.7% |
| 5Y | -10.9% | +42.6% | -53.5% | -32.2% |
| All | +611.5% | +197.9% | +413.6% | +283.4% |
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 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