+1,381.0%
NET vs WTW
+90.5%
+1,290.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.5% | -3.9% |
| 7D | -16.4% | +4.9% | -21.3% | -18.2% |
| 30D | -25.8% | +17.1% | -42.9% | -31.4% |
| 3M | -11.5% | -0.3% | -11.2% | -12.2% |
| 6M | +18.9% | +30.7% | -11.7% | +2.6% |
| YTD | +35.2% | +3.7% | +31.5% | +29.1% |
| 1Y | +14.5% | +5.9% | +8.6% | +7.8% |
| 3Y | +313.8% | +48.2% | +265.6% | +209.0% |
| 5Y | +32.6% | +56.1% | -23.5% | -4.3% |
| All | +1,381.0% | +90.5% | +1,290.5% | +864.9% |
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