+35.8%
MSCI vs WTW
+44.7%
-9.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.7% |
| 7D | +3.0% | +2.0% | +1.0% | +2.3% |
| 30D | +17.8% | +12.9% | +4.9% | +13.3% |
| 3M | +15.2% | +0.7% | +14.4% | +14.8% |
| 6M | +16.5% | +39.5% | -23.0% | +4.6% |
| YTD | +16.4% | +3.1% | +13.3% | +13.2% |
| 1Y | +16.8% | +4.8% | +12.0% | +12.9% |
| 3Y | +35.8% | +42.9% | -7.2% | +19.4% |
| All | +35.8% | +44.7% | -9.0% | +19.4% |
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 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