+1,449.6%
NET vs WTW
+88.4%
+1,361.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -0.9% |
| 7D | -7.0% | -2.6% | -4.4% | -5.8% |
| 30D | -4.8% | -1.0% | -3.8% | -4.6% |
| 3M | +3.8% | +29.9% | -26.1% | -9.6% |
| 6M | +50.0% | +10.7% | +39.3% | +41.1% |
| YTD | +41.5% | +2.6% | +38.9% | +36.7% |
| 1Y | +32.8% | +2.8% | +30.1% | +27.4% |
| 3Y | +335.9% | +67.3% | +268.6% | +200.7% |
| 5Y | +113.8% | +56.6% | +57.2% | +55.1% |
| All | +1,449.6% | +88.4% | +1,361.2% | +922.0% |
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