+50.7%
O vs WTW
+198.0%
-147.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.9% | -5.7% | +2.9% | -0.6% |
| 30D | -4.5% | -7.3% | +2.7% | -1.8% |
| 3M | -2.6% | +21.5% | -24.1% | -10.3% |
| 6M | -5.6% | +9.6% | -15.3% | -10.2% |
| YTD | +9.3% | -3.3% | +12.5% | +8.7% |
| 1Y | +4.3% | -6.1% | +10.4% | +5.0% |
| 3Y | +27.4% | +61.8% | -34.4% | -2.4% |
| 5Y | +17.1% | +42.7% | -25.6% | -6.6% |
| All | +50.7% | +198.0% | -147.3% | -4.8% |
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