+140.2%
NI vs WTW
+198.0%
-57.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | 0.0% | -5.7% | +5.8% | +2.0% |
| 30D | -1.4% | -7.3% | +5.9% | +1.0% |
| 3M | -10.6% | +21.5% | -32.0% | -16.7% |
| 6M | -9.3% | +9.6% | -18.9% | -13.1% |
| YTD | +1.1% | -3.3% | +4.4% | +0.7% |
| 1Y | +3.4% | -6.1% | +9.5% | +4.0% |
| 3Y | +67.9% | +61.8% | +6.0% | +35.4% |
| 5Y | +98.0% | +42.7% | +55.3% | +64.8% |
| All | +140.2% | +198.0% | -57.9% | +61.5% |
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