+97.2%
NI vs WTW
+42.0%
+55.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | 0.0% | -5.7% | +5.8% | +1.4% |
| 30D | -1.4% | -7.3% | +5.9% | +0.3% |
| 3M | -10.6% | +21.5% | -32.0% | -15.2% |
| 6M | -9.3% | +9.6% | -18.9% | -12.1% |
| YTD | +1.1% | -3.3% | +4.4% | +1.2% |
| 1Y | +3.4% | -6.1% | +9.5% | +4.4% |
| 3Y | +67.9% | +61.8% | +6.0% | +40.6% |
| All | +97.2% | +42.0% | +55.2% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling