+2,417.1%
MSCI vs WTW
+379.0%
+2,038.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.9% |
| 7D | +0.4% | -2.6% | +3.0% | +1.8% |
| 30D | +0.6% | -1.0% | +1.5% | +1.0% |
| 3M | -7.1% | +29.9% | -37.0% | -19.9% |
| 6M | +0.8% | +10.7% | -9.9% | -5.7% |
| YTD | +1.0% | +2.6% | -1.6% | -2.7% |
| 1Y | +4.3% | +2.8% | +1.6% | +0.2% |
| 3Y | +9.9% | +67.3% | -57.3% | -21.9% |
| 5Y | -6.8% | +56.6% | -63.4% | -31.2% |
| 10Y | +614.7% | +204.1% | +410.6% | +251.4% |
| All | +2,417.1% | +379.0% | +2,038.1% | +788.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling